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All Classes All Packages
All Classes All Packages
A
- absolute(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
Creates a shift that adds a fixed amount to the value at every node in the curve.
- absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Returns a curve based on an underlying curve with a fixed amount added to the Y values.
- ABSOLUTE - com.opengamma.strata.market.ShiftType
-
An absolute shift where the shift amount is added to the value.
- absoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
The meta-property for the
absoluteToleranceproperty. - absoluteTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
Sets the absolute tolerance for the root finder.
- AbstractBoundCurveInterpolator - Class in com.opengamma.strata.market.curve.interpolator
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Abstract interpolator implementation.
- AbstractBoundCurveInterpolator(DoubleArray, DoubleArray) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Creates an instance.
- AbstractBoundCurveInterpolator(AbstractBoundCurveInterpolator, BoundCurveExtrapolator, BoundCurveExtrapolator) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Creates an instance.
- AbstractDerivedCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.calc.runner
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Abstract derived calculation function with fields for the target type, measure and required measures.
- AbstractDerivedCalculationFunction(Class<T>, Measure, Measure...) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
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Creates a new function which calculates one measure for targets of one type.
- AbstractDerivedCalculationFunction(Class<T>, Measure, Set<Measure>) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
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Creates a new function which calculates one measure for targets of one type.
- accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer
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Consumes the values, performing an action.
- accept(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntConsumer
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Consumes the values, performing an action.
- accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer
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Consumes the values, performing an action.
- accept(int, long) - Method in interface com.opengamma.strata.collect.function.IntLongConsumer
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Consumes the values, performing an action.
- accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer
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Performs this operation on the given argument.
- accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer
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Performs this operation on the given arguments.
- ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
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The day count used to calculate the year fraction.
- ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
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The number of accrual days between the start and end dates.
- ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
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The list of accrual periods.
- ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey
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The year fraction between the start and end dates.
- accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
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The meta-property for the
accrualBusinessDayAdjustmentproperty. - accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
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The meta-property for the
accrualBusinessDayAdjustmentproperty. - accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the
accrualBusinessDayAdjustmentproperty. - accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
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The meta-property for the
accrualBusinessDayAdjustmentproperty. - accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
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Sets the business day adjustment to apply to accrual schedule dates.
- accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
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Sets the business day adjustment to apply to accrual schedule dates.
- accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
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Sets the business day adjustment to apply to accrual schedule dates.
- accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
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Sets the business day adjustment to apply to accrual schedule dates.
- accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
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The meta-property for the
accrualFactorproperty. - accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
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The meta-property for the
accrualFactorproperty. - accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
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The meta-property for the
accrualFactorproperty. - accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
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The meta-property for the
accrualFactorproperty. - accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
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The meta-property for the
accrualFactorproperty. - accrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
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The meta-property for the
accrualFactorproperty. - accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the accrual factor, defaulted from the index if not set.
- accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
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Sets the accrual factor, defaulted from the index if not set.
- accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
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Sets the accrual factor, defaulted from the index if not set.
- accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
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Sets the accrual factor, defaulted from the index if not set.
- accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the accrual factor, defaulted from the index if not set.
- accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
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The meta-property for the
accrualFrequencyproperty. - accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
accrualFrequencyproperty. - accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
accrualFrequencyproperty. - accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
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Sets the periodic frequency of accrual.
- accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
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Sets the periodic frequency of accrual.
- accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
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Sets the periodic frequency of accrual.
- accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
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The meta-property for the
accrualMethodproperty. - accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
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The meta-property for the
accrualMethodproperty. - accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
accrualMethodproperty. - accrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
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The meta-property for the
accrualMethodproperty. - accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
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The meta-property for the
accrualMethodproperty. - accrualMethod(FixedAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
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Sets the accrual method using the fixed rate, defaulted to 'None'.
- accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
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Sets the method of accruing Overnight interest.
- accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
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Sets the method of accruing Overnight interest.
- accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
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Sets the method of accruing overnight interest, defaulted to 'Compounded'.
- accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
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Sets the method of accruing overnight interest, defaulted to 'Compounded'.
- AccrualOnDefaultFormula - Enum in com.opengamma.strata.pricer.credit
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The formula for accrual on default.
- accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
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The meta-property for the
accrualPeriodsproperty. - accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
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Sets the
accrualPeriodsproperty in the builder from an array of objects. - accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
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Sets the accrual periods that combine to form the payment period.
- accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
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The meta-property for the
accrualScheduleproperty. - accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
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The meta-property for the
accrualScheduleproperty. - accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
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The meta-property for the
accrualScheduleproperty. - accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
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The meta-property for the
accrualScheduleproperty. - accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
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The meta-property for the
accrualScheduleproperty. - accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
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The meta-property for the
accrualScheduleproperty. - accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
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Sets the accrual schedule.
- accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
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Sets the accrual schedule.
- accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
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Sets the accrual schedule.
- accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
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Sets the accrual schedule.
- accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
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Sets the accrual period schedule.
- accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
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Sets the accrual schedule.
- accrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
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The meta-property for the
accrualStartproperty. - AccrualStart - Enum in com.opengamma.strata.product.credit.type
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The accrual start for credit default swaps.
- ACCRUED_INTEREST - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the accrued interest of the calculation target.
- ACCRUED_PREMIUM - com.opengamma.strata.product.credit.PaymentOnDefault
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The accrued premium.
- accruedInterest(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
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Calculates the accrued interest of the fixed coupon bond with the specified settlement date.
- accruedInterest(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the accrued interest since the last payment.
- accruedInterest(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the accrued interest since the last payment.
- accruedInterest(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates accrued interest across one or more scenarios.
- accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates accrued interest for a single set of market data.
- accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the accrued interest since the last payment.
- accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
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Calculates the accrued interest of the bond with the specified date.
- accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
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Calculates the accrued interest since the last payment.
- accruedYearFraction(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
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Calculates the accrued year fraction of the fixed coupon bond with the specified settlement date.
- accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
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Calculates the accrued premium per fractional spread for unit notional.
- accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Calculates the accrued premium per fractional spread for unit notional.
- ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/360' day count, which divides the actual number of days by 360.
- ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The 'Act/364' day count, which divides the actual number of days by 364.
- ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/365.25' day count, which divides the actual number of days by 365.25.
- ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
- ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
- ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
- ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
- ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
- ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
- ACT_ACT_YEAR - Static variable in class com.opengamma.strata.basics.date.DayCounts
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The 'Act/Act Year' day count, which divides the actual number of days by the number of days in the year from the start date.
- action() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
The meta-property for the
actionproperty. - active() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
activeproperty. - active() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
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The meta-property for the
activeproperty. - active() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the
activeproperty. - active() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the
activeproperty. - active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets whether the index is active, defaulted to true.
- active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
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Sets whether the index is active, defaulted to true.
- active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets whether the index is active, defaulted to true.
- active(boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets whether the index is active, defaulted to true.
- add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
-
Adds an item of configuration under the specified name.
- add(MarketDataName<?>, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Adds a single sensitivity to the builder.
- add(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Adds sensitivities to the builder.
- add(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Adds a sensitivity to the builder.
- add(CurveSensitivitiesType, CurveName, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder
-
Adds a single sensitivity to the builder.
- add(CurveSensitivitiesType, CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder
-
Adds a sensitivity to the builder.
- add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Adds a point sensitivity, mutating the internal list.
- add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
-
Adds an item of configuration under the specified name.
- add(List<CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Adds sensitivities to the builder.
- addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Merges the list of point sensitivities from another instance, mutating the internal list.
- addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Adds a list of point sensitivities, mutating the internal list.
- addAllFailures(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
-
Adds a list of failures to the list.
- addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Adds an attribute to the builder.
- addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfoBuilder
-
Adds a position attribute to the map of attributes.
- addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Adds a security attribute to the map of attributes.
- addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Adds a trade attribute to the map of attributes.
- addBox(MarketDataId<T>, MarketDataBox<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data wrapped in a box.
- addBoxMap(Map<? extends MarketDataId<?>, ? extends MarketDataBox<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data values for each scenario.
- addCurve(CurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
- addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
- addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
-
Adds an item of configuration that is the default of its type.
- addDiscountCurve(CurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds the definition of a discount curve to the curve group definition.
- addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds the definition of a discount curve to the curve group definition.
- addFailure(FailureItem) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
-
Adds a failure to the list.
- AddFixedCurve - Class in com.opengamma.strata.market.curve
-
A curve formed from two curves, the fixed curve and the spread curve.
- AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
AddFixedCurve. - addForwardCurve(CurveDefinition, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds the definition of a forward curve to the curve group definition.
- addForwardCurve(CurveName, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds the definition of a forward curve to the curve group definition.
- addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Adds a single piece of additional information.
- addInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Adds a single piece of additional information.
- additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
additionalSpreadproperty. - additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the additional spread added to the rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the additional spread added to the fixed rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the additional spread added to the rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the additional spread added to the rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the additional spread added to the rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the additional spread added to the price.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the additional spread added to the market quote.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the additional spread added to the rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the additional spread added to the rate.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the additional spread added to the market quote.
- additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the additional spread added to the market quote.
- additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the
additionConventionproperty. - additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the
additionConventionproperty. - additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the addition convention to apply.
- additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the addition convention to apply.
- addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Adds a list entry using a consumer callback function.
- addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Adds a list entry using a consumer callback function, including the list index.
- addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Adds the output currencies.
- addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
-
Adds a new rate for a currency pair to the builder.
- addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
-
Add a new pair of currencies to the builder.
- addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
-
Adds a collection of new rates for currency pairs to the builder.
- addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Adds all requirements from an instance of
MarketDataRequirementsto this builder. - addScenarioValue(MarketDataId<T>, ScenarioArray<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data for each scenario.
- addScenarioValue(MarketDataId<T>, List<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data for each scenario.
- addScenarioValueMap(Map<? extends MarketDataId<?>, ? extends ScenarioArray<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data values for each scenario.
- addSeasonality(CurveName, SeasonalityDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Adds a seasonality to the curve group definition.
- addShift(int, Object, double) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
-
Adds a shift for a parameter to the builder.
- addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
-
Adds multiple shifts to the builder.
- addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Adds requirements for time series of observable market data.
- addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Adds a time-series of observable market data values.
- addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds a time-series of observable market data values.
- addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Adds requirements for time series of observable market data.
- addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Adds multiple time-series of observable market data values to the builder.
- addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds multiple time-series of observable market data values to the builder.
- addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
-
Adds this tenor to the specified date.
- addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Adds the period of this frequency to the specified date.
- addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Adds a value to the builder.
- addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data that is valid for all scenarios.
- addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Adds multiple values to the builder.
- addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Adds market data values that are valid for all scenarios.
- addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Adds requirements for single values of market data.
- addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Adds requirements for single values of market data.
- addValueUnsafe(MarketDataId<?>, Object) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Adds a value to the builder when the types are not known at compile time.
- adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Adjusts the base value based on the criteria of this adjustment.
- adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Adjusts the specified rate according to the rate method rule.
- adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Adjusts the base value based on the type and the modifying value.
- adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
-
Adjusts the date according to the rules of the implementation.
- adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Adjusts the date according to the rules of the roll convention.
- adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Adjusts the date as necessary if it is not a business day.
- adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Adjusts the date as necessary if it is not a business day.
- adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.
- adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Adjusts the date, adding the period and then applying the business day adjustment.
- adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Adjusts the date, adding the tenor and then applying the business day adjustment.
- adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Adjusts the base date, adding the period and applying the convention rule.
- ADJUSTABLE_DATE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for
AdjustableDate, printing the unadjusted date. - AdjustableDate - Class in com.opengamma.strata.basics.date
-
An adjustable date.
- AdjustableDate.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for
AdjustableDate. - AdjustablePayment - Class in com.opengamma.strata.basics.currency
-
A single payment of a known amount on a date, with business day adjustment rules.
- AdjustablePayment.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
AdjustablePayment. - adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Returns an adjuster that changes the date.
- adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment
-
Adjusts the payment date using the rules of the specified adjuster.
- adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Adjusts the date using the business day adjustment.
- adjustedForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the adjusted forward rate for a CMS coupon.
- adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
-
Adjusts the temporal according to the rules of the implementation.
- adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
The meta-property for the
adjustmentproperty. - adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the
adjustmentproperty. - adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the
adjustmentproperty. - adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the
adjustmentproperty. - adjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the
adjustmentproperty. - adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the business day adjustment that is performed to the result of the addition.
- adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the business day adjustment that is performed to the result of the addition.
- adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the business day adjustment that is performed to the result of the addition.
- adjustmentToForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the adjustment to the forward rate for a CMS coupon.
- adjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
The meta-property for the
adjustmentTypeproperty. - adjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
The meta-property for the
adjustmentTypeproperty. - adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Adjusts the payment date using the rules of the specified adjuster.
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange
- adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
-
Adjusts the payment date using the rules of the specified adjuster.
- adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Adjusts the payment date using the rules of the specified adjuster.
- AdvancedMeasures - Class in com.opengamma.strata.measure
-
The advanced set of measures which can be calculated by Strata.
- AED - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'AED' - UAE Dirham.
- AFMA - com.opengamma.strata.product.fra.FraDiscountingMethod
-
FRA discounting as defined by the Australian Financial Markets Association (AFMA).
- AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner
-
Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
- AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener
- agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the
agreedFxRateproperty. - agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the
agreedFxRateproperty. - agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the FX rate agreed for the value date at the inception of the trade.
- agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the FX rate agreed for the value date at the inception of the trade.
- allCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- allCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
- allCurrencies() - Method in class com.opengamma.strata.product.credit.Cds
- allCurrencies() - Method in class com.opengamma.strata.product.credit.CdsIndex
- allCurrencies() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
- allCurrencies() - Method in class com.opengamma.strata.product.deposit.TermDeposit
- allCurrencies() - Method in class com.opengamma.strata.product.fra.Fra
- allCurrencies() - Method in interface com.opengamma.strata.product.fx.FxProduct
- allCurrencies() - Method in class com.opengamma.strata.product.payment.BulletPayment
- allCurrencies() - Method in interface com.opengamma.strata.product.Product
-
Returns the set of currencies the product refers to.
- allCurrencies() - Method in interface com.opengamma.strata.product.SecuritizedProduct
- allCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns the set of currencies referred to by the swap.
- allCurrencies() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Returns the set of currencies referred to by the leg.
- allCurrencies() - Method in class com.opengamma.strata.product.swaption.Swaption
- allIndices() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Returns the set of indices referred to by the cap/floor.
- allIndices() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Returns the set of indices referred to by the cap/floor.
- allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Returns the set of indices referred to by the FRA.
- allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Returns the set of indices referred to by the swap.
- allIndices() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns the set of indices referred to by the swap.
- allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Returns the set of indices referred to by the leg.
- allMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns whether all elements of this stream match the provided predicate.
- allMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- ALLOW_NEGATIVE - com.opengamma.strata.product.swap.NegativeRateMethod
-
The "Negative Interest Rate Method", that allows the rate to be negative.
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Returns the set of payment currencies referred to by the cap/floor.
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Returns the set of currencies referred to by the CMS.
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.fx.FxNdf
- allPaymentCurrencies() - Method in interface com.opengamma.strata.product.Product
-
Returns the set of currencies that the product pays in.
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Returns the set of payment currencies referred to by the swap.
- allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns the set of payment currencies referred to by the swap.
- allRateIndices() - Method in class com.opengamma.strata.product.cms.Cms
-
Returns the set of rate indices referred to by the CMS.
- allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Checks if all the results are successful.
- allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Checks if all the results are successful.
- alpha(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the alpha parameter for a pair of time to expiry.
- alpha(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- alpha(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the alpha parameter for time to expiry.
- alpha(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the alpha parameter for a pair of time to expiry and instrument tenor.
- alpha(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- alpha(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the alpha parameter for a pair of time to expiry and instrument tenor.
- alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the alpha value for the specified period with respect to the maturity date.
- ALPHA - com.opengamma.strata.market.model.SabrParameterType
-
SABR alpha.
- alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the alpha and its derivative values for the specified period with respect to the maturity date.
- ALTERNATE - com.opengamma.strata.product.etd.EtdSettlementType
-
Alternate.
- alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Returns the complete map of alternate name to standard name.
- ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
-
A value schedule that always has the value zero.
- ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
-
A value schedule that always has the value one.
- ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Generates a failure result for an ambiguous token.
- AMERICAN - com.opengamma.strata.product.etd.EtdOptionType
-
American option.
- amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the
amountproperty. - amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
amountproperty. - amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the
amountproperty. - amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the amount associated with the leg.
- amount(CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts an amount to a string.
- amount(Currency, double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts an amount to a string.
- amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the known amount schedule.
- amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the notional amount.
- amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
The meta-property for the
amountsproperty. - amounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
-
The meta-property for the
amountsproperty. - amounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
-
The meta-property for the
amountsproperty. - amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
The meta-property for the
amountsproperty. - amounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
The meta-property for the
amountsproperty. - AnalyticSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
-
Analytic spread sensitivity calculator.
- AnalyticSpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
-
Constructor with the accrual-on-default formula specified.
- and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Returns a new predicate that returns true if both predicates return true.
- and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Returns a new predicate that returns true if both predicates return true.
- and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Returns a new predicate that returns true if both predicates return true.
- andThen(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.function.ObjDoubleToDoubleFunction
-
Returns a new function that composes this function and the specified function.
- andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
-
Returns a new function that composes this function and the specified function.
- andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
-
Returns a new function that composes this function and the specified function.
- andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
-
Returns a new function that composes this function and the specified function.
- annuityCash(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the conventional cash annuity for a given yield.
- annuityCash(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the conventional cash annuity from a swap leg.
- annuityCash1(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the conventional cash annuity for a given yield and its first derivative with respect to the yield.
- annuityCash2(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the conventional cash annuity for a given yield and its first two derivatives with respect to the yield.
- annuityCash3(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the conventional cash annuity for a given yield and its first three derivatives with respect to the yield.
- annuityCashDerivative(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.
- any() - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that will choose any party from the trade.
- anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Checks if any of the results are failures.
- anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Checks if any of the results are failures.
- anyMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns whether any elements of this stream match the provided predicate.
- anyMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Applies an operator to each element in the array, returning a new array.
- apply(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.Decomposition
-
Applies this function to the given argument.
- apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction
-
Applies this function to the given argument.
- apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
-
Applies the function.
- apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleToDoubleFunction
-
Applies the function.
- apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
-
Applies the function.
- apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
-
Applies the function.
- apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction
-
Applies this function to the given arguments.
- applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Applies an addition to each element in the array, returning a new array.
- applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator
-
Applies the function.
- applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction
-
Performs an operation on the values.
- applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction
-
Performs an operation on the values.
- applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction
-
Performs an operation on the values.
- applyAsInt(int, int, int) - Method in interface com.opengamma.strata.collect.function.IntTernaryOperator
-
Applies the function.
- applyAsLong(int, long) - Method in interface com.opengamma.strata.collect.function.IntLongToLongFunction
-
Performs an operation on the values.
- applyAsLong(long, long, long) - Method in interface com.opengamma.strata.collect.function.LongTernaryOperator
-
Applies the function.
- applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Applies a multiplication to each element in the array, returning a new array.
- applyPerturbation(MarketDataBox<T>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Applies the perturbations in this mapping to an item of market data and returns the results.
- applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
-
Applies the shift to the value using appropriate logic for the shift type.
- applyTo(MarketDataBox<FxRate>, ReferenceData) - Method in class com.opengamma.strata.market.FxRateShifts
- applyTo(MarketDataBox<Curve>, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- applyTo(MarketDataBox<ParameterizedData>, ReferenceData) - Method in class com.opengamma.strata.market.param.PointShifts
- applyTo(MarketDataBox<Double>, ReferenceData) - Method in class com.opengamma.strata.market.GenericDoubleShifts
- applyTo(MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
-
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
- approximateMaturity(LocalDate) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Calculates the approximate maturity from the trade date.
- AR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'AR' - Argentina.
- ArbitrageHandling - Enum in com.opengamma.strata.pricer.credit
-
The formula for accrual on default.
- ArgChecker - Class in com.opengamma.strata.collect
-
Contains utility methods for checking inputs to methods.
- array() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
The meta-property for the
arrayproperty. - ArrayByteSource - Class in com.opengamma.strata.collect.io
-
A byte source implementation that explicitly wraps a byte array.
- ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ARS' - Argentine Peso.
- asCharSourceUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Returns a
CharSourcefor the same bytes, converted to UTF-8 using a Byte-Order Mark if available. - ASCII_TABLE - com.opengamma.strata.report.framework.format.ReportOutputFormat
-
The ASCII table format.
- AsciiTable - Class in com.opengamma.strata.collect.io
-
An ASCII table generator.
- AsciiTableAlignment - Enum in com.opengamma.strata.collect.io
-
Alignment of the data within an ASCII table.
- asMap() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns the INI file as a map.
- asMap() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns the property set as a map, throwing an exception if any key has multiple values.
- asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns the property set as a multimap.
- asStream() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Returns a stream that wraps this iterator.
- ASX - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Australian Securities Exchange.
- AT - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'AT' - Austria.
- attributes() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the
attributesproperty. - attributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
attributesproperty. - attributes() - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
The meta-property for the
attributesproperty. - attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the
attributesproperty. - attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
attributesproperty. - Attributes - Interface in com.opengamma.strata.product
-
Additional attributes that can be associated with a model object.
- AttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to an attribute.
- AU - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'AU' - Australia.
- AUD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'AUD' - Australian Dollar.
- AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for AUD-AONIA Overnight index.
- AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The AONIA index for AUD.
- AUD_BBSW - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for AUD-BBSW.
- AUD_BBSW_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month BBSW index.
- AUD_BBSW_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month BBSW index.
- AUD_BBSW_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month BBSW index.
- AUD_BBSW_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 4 month BBSW index.
- AUD_BBSW_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 5 month BBSW index.
- AUD_BBSW_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month BBSW index.
- AUSY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.
- autoCalculate() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Obtains an empty instance, that causes the future value notional to be automatically calculated using the standard formula.
- availableSmileAtExpiry(Period) - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
For a given expiration returns all the data available.
- AVERAGED - com.opengamma.strata.product.swap.OvernightAccrualMethod
-
The averaged method.
- AVERAGED_DAILY - com.opengamma.strata.product.swap.OvernightAccrualMethod
-
The averaged daily method.
B
- barrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
The meta-property for the
barrierproperty. - barrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
The meta-property for the
barrierproperty. - barrier(Barrier) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
Sets the barrier description.
- Barrier - Interface in com.opengamma.strata.product.option
-
Definition of barrier event of option instruments.
- barrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
The meta-property for the
barrierLevelproperty. - barrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
The meta-property for the
barrierTypeproperty. - BarrierType - Enum in com.opengamma.strata.product.option
-
The barrier type of barrier event.
- baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the
baseCurrencyDiscountFactorsproperty. - baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the
baseCurrencyPaymentproperty. - baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
The meta-property for the
baseCurrencyPaymentproperty. - baseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
-
The meta-property for the
baseCurveproperty. - BaseProvider - Interface in com.opengamma.strata.pricer
-
A provider of data used for pricing.
- BE - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'BE' - Belgium.
- BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a bean to produce another object.
- BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
- beanType() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
- beanType() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
- beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
- beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
- beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
- beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
- beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
- beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
- beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
- beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
- beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
- beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
- beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
- beanType() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
- beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
- beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
- beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
- beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
- beanType() - Method in class com.opengamma.strata.basics.StandardId.Meta
- beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
- beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
- beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
- beanType() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
- beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
- beanType() - Method in class com.opengamma.strata.calc.Column.Meta
- beanType() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
- beanType() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
- beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
- beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
- beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
- beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
- beanType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
- beanType() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
- beanType() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
- beanType() - Method in class com.opengamma.strata.calc.Results.Meta
- beanType() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
- beanType() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
- beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
- beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
- beanType() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
- beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
- beanType() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
- beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
- beanType() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
- beanType() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
- beanType() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
- beanType() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
- beanType() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
- beanType() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
- beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
- beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
- beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
- beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
- beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
- beanType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
- beanType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
- beanType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
- beanType() - Method in class com.opengamma.strata.market.observable.Quote.Meta
- beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
- beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
- beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
- beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
- beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
- beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
- beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
- beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
- beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
- beanType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
- beanType() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
- beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
- beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
- beanType() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
- beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
- beanType() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
- beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
- beanType() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
- beanType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
- beanType() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
- beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
- beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
- beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
- beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
- beanType() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
- beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
- beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
- beanType() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
- beanType() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
- beanType() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
- beanType() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
- beanType() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
- beanType() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
- beanType() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
- beanType() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
- beanType() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.Bill.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
- beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
- beanType() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
- beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta
- beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
- beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
- beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
- beanType() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
- beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
- beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
- beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
- beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
- beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
- beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
- beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
- beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.PositionInfo.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
- beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
- beanType() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
- beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
- beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
- beanType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
- beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
- beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
- beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
- beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
- beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta
- beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
- beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
- beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
- beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
- beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
- beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
- beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
- BEGINNING - com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Beginning of the start day.
- beta(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the beta parameter for a pair of time to expiry.
- beta(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- beta(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the beta parameter for time to expiry.
- beta(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the beta parameter for a pair of time to expiry and instrument tenor.
- beta(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- beta(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the beta parameter for a pair of time to expiry and instrument tenor.
- BETA - com.opengamma.strata.market.model.SabrParameterType
-
SABR beta.
- betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
betaCurveproperty. - betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
betaCurveproperty. - betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the beta (elasticity) curve.
- betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the beta (elasticity) curve.
- BGN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'BGN' - Bulgarian Lev.
- BHD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'BHD' - Bahraini Dinar.
- biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
BiConsumerinterface. - biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
BiFunctioninterface. - Bill - Class in com.opengamma.strata.product.bond
-
A bill.
- BILL - Static variable in class com.opengamma.strata.product.ProductType
-
A
Bill. - Bill.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
Bill. - Bill.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
Bill. - BillMeasureCalculations - Class in com.opengamma.strata.measure.bond
-
Multi-scenario measure calculations for bill trades.
- BillPosition - Class in com.opengamma.strata.product.bond
-
A position in a bill.
- BillPosition.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BillPosition. - BillPosition.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BillPosition. - BillSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a bill.
- BillSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BillSecurity. - BillSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BillSecurity. - BillTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a bill.
- BillTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BillTrade. - BillTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BillTrade. - BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single
BillTradeorBillPositionfor each of a set of scenarios. - BillTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for bill trades.
- BillTradeCalculations(DiscountingBillTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Creates an instance.
- BillYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining how yield is computed for a bill.
- binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
BinaryOperatorinterface. - bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Binds this interpolator to a curve where no extrapolation is permitted.
- bind(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
- bind(DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator
-
Binds this interpolator to a surface.
- bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
-
Binds this extrapolator to a curve.
- bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Binds this interpolator to a curve specifying the extrapolators to use.
- bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Binds this interpolator to the specified extrapolators.
- bindTimeSeries(LocalDate, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a definition that is bound to a time-series.
- biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
BiPredicateinterface. - BLACK - com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
The Black (lognormal) model.
- BLACK - com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
The Black (lognormal) model.
- BLACK_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a Black model implied volatility - 'BlackVolatility'.
- BlackBondFutureExpiryLogMoneynessVolatilities - Class in com.opengamma.strata.pricer.bond
-
Data provider of volatility for bond future options in the log-normal or Black model.
- BlackBondFutureExpiryLogMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.bond
-
The bean-builder for
BlackBondFutureExpiryLogMoneynessVolatilities. - BlackBondFutureExpiryLogMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
BlackBondFutureExpiryLogMoneynessVolatilities. - BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer of options on bond future with a log-normal model on the underlying future price.
- BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Creates an instance.
- BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
-
Pricer implementation for bond future option.
- BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Creates an instance.
- BlackBondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond
-
Volatility for pricing bond futures and their options in the log-normal or Black model.
- BlackFxOptionFlatVolatilities - Class in com.opengamma.strata.pricer.fxopt
-
Volatility for FX options in the log-normal or Black model based on a curve.
- BlackFxOptionFlatVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
-
The bean-builder for
BlackFxOptionFlatVolatilities. - BlackFxOptionFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
BlackFxOptionFlatVolatilities. - BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt
-
The specification of how to build FX option volatilities.
- BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt
-
The bean-builder for
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification. - BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt
-
The meta-bean for
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification. - BlackFxOptionSmileVolatilities - Class in com.opengamma.strata.pricer.fxopt
-
Data provider of volatility for FX options in the log-normal or Black-Scholes model.
- BlackFxOptionSmileVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
-
The bean-builder for
BlackFxOptionSmileVolatilities. - BlackFxOptionSmileVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
BlackFxOptionSmileVolatilities. - BlackFxOptionSmileVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt
-
The specification of how to build FX option volatilities.
- BlackFxOptionSmileVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt
-
The bean-builder for
BlackFxOptionSmileVolatilitiesSpecification. - BlackFxOptionSmileVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt
-
The meta-bean for
BlackFxOptionSmileVolatilitiesSpecification. - BlackFxOptionSurfaceVolatilities - Class in com.opengamma.strata.pricer.fxopt
-
Volatility for FX options in the log-normal or Black model based on a surface.
- BlackFxOptionSurfaceVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
-
The bean-builder for
BlackFxOptionSurfaceVolatilities. - BlackFxOptionSurfaceVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
BlackFxOptionSurfaceVolatilities. - BlackFxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt
-
Volatility for FX option in the log-normal or Black model.
- BlackFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX barrier option products in Black-Scholes world.
- BlackFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Creates an instance.
- BlackFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX barrier option trades in Black-Scholes world.
- BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Creates an instance.
- BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for foreign exchange vanilla option transaction products with a lognormal model.
- BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Creates an instance.
- BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX vanilla option trades with a lognormal model.
- BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Creates an instance.
- BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor legs in log-normal or Black model.
- BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
-
Creates an instance.
- BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor products in log-normal or Black model.
- BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
-
Creates an instance.
- BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor trades in log-normal or Black model.
- BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
-
Creates an instance.
- BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.
- BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
BlackIborCapletFloorletExpiryStrikeVolatilities. - BlackIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for caplet/floorlet in a log-normal or Black model.
- BlackIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
- BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in the log-normal or Black model.
- BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
- BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Creates an instance.
- BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in the log-normal or Black model.
- BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
BlackSwaptionExpiryTenorVolatilities. - BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
- BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Creates an instance.
- BlackSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption trade in the log-normal or Black model on the swap rate.
- BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer, BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Creates an instance.
- BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in the log-normal or Black model.
- blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double, double, double, DoubleArray, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
- blackVolatilitiesShiftedFromNormalVolatilities(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
- blackVolatilitiesShiftedFromPrices(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
- blackVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing Black volatility by expiry.
- blackVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing Black volatility by expiry.
- blackVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing Black volatility by expiry.
- blackVolatilityByExpiryLogMoneyness(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Black expiry-log moneyness volatility.
- blackVolatilityByExpiryLogMoneyness(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Black expiry-log moneyness volatility.
- blackVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Black expiry-strike volatility.
- blackVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Black expiry-strike volatility.
- blackVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Black expiry-tenor volatility.
- blackVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Black expiry-tenor volatility.
- BMD - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Bursa Malaysia Derivatives.
- BOND - Static variable in class com.opengamma.strata.product.ProductType
- BOND_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
-
A
BondFuture. - BOND_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
- BondFuture - Class in com.opengamma.strata.product.bond
-
A futures contract, based on a basket of fixed coupon bonds.
- BondFuture.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFuture. - BondFuture.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFuture. - BondFutureOption - Class in com.opengamma.strata.product.bond
-
A futures option contract, based on bonds.
- BondFutureOption.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFutureOption. - BondFutureOption.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFutureOption. - BondFutureOptionMarketData - Interface in com.opengamma.strata.measure.bond
-
Market data for bond future options.
- BondFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.bond
-
The lookup that provides access to bond future volatilities in market data.
- BondFutureOptionPosition - Class in com.opengamma.strata.product.bond
-
A position in a bond future option.
- BondFutureOptionPosition.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFutureOptionPosition. - BondFutureOptionPosition.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFutureOptionPosition. - BondFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.bond
-
Market data for bond future options, used for calculation across multiple scenarios.
- BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a futures contract, based on a basket of fixed coupon bonds.
- BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFutureOptionSecurity. - BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFutureOptionSecurity. - BondFutureOptionSensitivity - Class in com.opengamma.strata.pricer.bond
-
Point sensitivity to an implied volatility for a bond future option model.
- BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
BondFutureOptionSensitivity. - BondFutureOptionTrade - Class in com.opengamma.strata.product.bond
-
A trade representing an option on a futures contract based on bonds.
- BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFutureOptionTrade. - BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFutureOptionTrade. - BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single
BondFutureOptionTradeorBondFutureOptionPositionfor each of a set of scenarios. - BondFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for trades in an option contract based on an bond future.
- BondFutureOptionTradeCalculations(BlackBondFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Creates an instance.
- BondFuturePosition - Class in com.opengamma.strata.product.bond
-
A position in a bond future.
- BondFuturePosition.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFuturePosition. - BondFuturePosition.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFuturePosition. - BondFutureSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a futures contract, based on a basket of fixed coupon bonds.
- BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFutureSecurity. - BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFutureSecurity. - BondFutureTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a futures contract based on a fixed coupon bond.
- BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
BondFutureTrade. - BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
BondFutureTrade. - BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single
BondFutureTradeorBondFuturePositionfor each of a set of scenarios. - BondFutureTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.
- BondFutureTradeCalculations(DiscountingBondFutureTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Creates an instance.
- BondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond
-
Volatilities for pricing bond futures and their options.
- BondFutureVolatilitiesId - Class in com.opengamma.strata.pricer.bond
-
An identifier used to access bond future volatilities by name.
- BondFutureVolatilitiesName - Class in com.opengamma.strata.pricer.bond
-
The name of a set of bond future volatilities.
- BondPaymentPeriod - Interface in com.opengamma.strata.product.bond
-
A period over which interest is accrued with a single payment.
- BOTH - com.opengamma.strata.basics.schedule.StubConvention
-
Both ends of the schedule have a stub.
- BoundCurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator
-
A curve extrapolator that has been bound to a specific curve.
- BoundCurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator
-
A curve interpolator that has been bound to a specific curve.
- BoundSurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator
-
A surface interpolator that has been bound to a specific surface.
- BR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'BR' - Brazil.
- BRBD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Brazil, with code 'BRBD'.
- BRL - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'BRL' - Brazilian Real.
- BRL_CDI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for BRL-CDI Overnight index.
- BRL_CDI - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The CDI index for BRL.
- broyden() - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
-
Obtains an instance of the Broyden root finder.
- broyden(double, double, int) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
-
Obtains an instance of the Broyden root finder specifying the tolerances.
- broyden(double, double, int, Decomposition<?>) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
-
Obtains an instance of the Broyden root finder specifying the tolerances.
- bucketedCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes bucketed CS01 for CDS index using a single credit curve.
- bucketedCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes bucketed CS01 for CDS index using a single credit curve.
- bucketedCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes bucketed CS01 for CDS.
- bucketedCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes bucketed CS01 for CDS.
- build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
-
Build a new
FxMatrixfrom the data in the builder. - build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
- build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
- build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
- build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
- build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
- build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
- build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
- build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
- build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
- build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
- build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
- build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
- build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
- build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
- build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
- build() - Method in class com.opengamma.strata.calc.Column.Builder
- build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
-
Returns a
MarketDataConfiginstance built from the data in this builder. - build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
Returns a set of market data requirements built from the data in this builder.
- build() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
- build() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
- build() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
- build() - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
-
Builds the resulting instance.
- build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Build the time-series from the builder.
- build() - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Returns a set of market data built from the data in this builder.
- build() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Builds the market data.
- build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
- build() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
- build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Builds the metadata instance.
- build() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
- build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
- build() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
- build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
- build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
- build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Builds the definition of the curve group from the data in this object.
- build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
- build() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
- build() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
- build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Builds the map.
- build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Builds the sensitivity from the provided data.
- build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
- build() - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
-
Returns an instance of
PointShiftsbuilt from the data in this builder. - build() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
- build() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder
-
Builds the sensitivity from the provided data.
- build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Builds the resulting point sensitivity.
- build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Builds the metadata instance.
- build() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
- build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
- build() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
- build() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
- build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
- build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
- build() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
- build() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
- build() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
- build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
- build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
- build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
- build() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
- build() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
- build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
- build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
- build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
- build() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
- build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Completes the builder, returning the provider.
- build() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
- build() - Method in class com.opengamma.strata.product.bond.Bill.Builder
- build() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
- build() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
- build() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
- build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
- build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
- build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
- build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
- build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
- build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
- build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
- build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
- build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
- build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
- build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
- build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
- build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
- build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
- build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
- build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
- build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
- build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
- build() - Method in class com.opengamma.strata.product.credit.Cds.Builder
- build() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
- build() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
- build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
- build() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
- build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
- build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
- build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
- build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
- build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
- build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
- build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
- build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
- build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
- build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
- build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
- build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
- build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
- build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
- build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
- build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
- build() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
- build() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
- build() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
- build() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
- build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
- build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
- build() - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Builds a new specification from the data in this builder.
- build() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
- build() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
- build() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
- build() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
- build() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.fra.Fra.Builder
- build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
- build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
- build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
- build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
- build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
- build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
- build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
- build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
- build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
- build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
- build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
- build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
- build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
- build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
- build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
- build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
- build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
- build() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
- build() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
- build() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
- build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
- build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
- build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
- build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
- build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
- build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
- build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
- build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
- build() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
- build() - Method in class com.opengamma.strata.product.PositionInfoBuilder
-
Builds the position information.
- build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
- build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
- build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
- build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
- build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
- build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Builds the security information.
- build() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
- build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
- build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
- build() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
- build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
- build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
- build() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
- build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
- build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
- build() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
- build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
- build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
- build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
- build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
- build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
- build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
- build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
- build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
- build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
- build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
- build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
- build() - Method in class com.opengamma.strata.product.swap.Swap.Builder
- build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
- build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
- build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
- build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
- build() - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Builds the trade information.
- build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
- build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
- build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
- build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
- build(FxRateId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
- build(CurveId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
- build(RatesCurveGroupId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
- build(RatesCurveInputsId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
- build(FxOptionVolatilitiesId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
- build(I, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
-
Builds and returns the market data identified by the ID.
- builder() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
- builder() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
- builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a builder that can be used to build instances of
FxMatrix. - builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
- builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
- builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
- builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
- builder() - Static method in class com.opengamma.strata.basics.currency.Payment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
- builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
- builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
- builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
- builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
- builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
- builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
- builder() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
- builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
- builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
- builder() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
- builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
- builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
- builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
- builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
- builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
- builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
- builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
- builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
- builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
- builder() - Method in class com.opengamma.strata.basics.StandardId.Meta
- builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
- builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
- builder() - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
- builder() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
- builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
- builder() - Static method in class com.opengamma.strata.calc.Column
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.calc.Column.Meta
- builder() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
- builder() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
- builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
- builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
- builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns a mutable builder for building an instance of
MarketDataConfig. - builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
- builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Returns an empty mutable builder for building up a set of requirements.
- builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
- builder() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
- builder() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
- builder() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
- builder() - Method in class com.opengamma.strata.calc.Results.Meta
- builder() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
- builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
- builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
- builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
- builder() - Static method in class com.opengamma.strata.collect.result.FailureItems
-
Creates a builder to create the list of failures.
- builder() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
- builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
- builder() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
- builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Creates an empty builder, used to create time-series.
- builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
- builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
- builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
- builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
- builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
- builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
- builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
- builder() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
- builder() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
- builder() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
- builder() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
- builder() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
- builder() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
- builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
- builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
- builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
- builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
- builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
- builder() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
- builder() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
- builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
- builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
- builder() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
- builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
- builder() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
- builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
- builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
- builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a mutable builder for building the definition for a curve group.
- builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
- builder() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
- builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
- builder() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
- builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
Returns a builder for creating the map.
- builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
- builder() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
- builder() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
- builder() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
- builder() - Method in class com.opengamma.strata.market.observable.Quote.Meta
- builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
- builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
- builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
- builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
- builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
- builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
- builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
- builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
- builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns a builder that can be used to create an instance of
CurrencyParameterSensitivities. - builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
- builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
- builder() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
- builder() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
- builder() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
- builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
- builder() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
- builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
- builder() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
- builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
- builder() - Static method in class com.opengamma.strata.market.surface.DeformedSurface
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
- builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
- builder() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
- builder() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
- builder() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
- builder() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
- builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
- builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
- builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
- builder() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
- builder() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
- builder() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
- builder() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
- builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
- builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
- builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
- builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
- builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
- builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
- builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
- builder() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
- builder() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
- builder() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
- builder() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
- builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
- builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
- builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
- builder() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
- builder() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
- builder() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
- builder() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
- builder() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
- builder() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
- builder() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
- builder() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
- builder() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
- builder() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
- builder() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.Bill
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.Bill.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BillPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BillSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BillTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFuture
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
- builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
- builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
- builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
- builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
- builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
- builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta
- builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
- builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
- builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.Cds
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta
- builder() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.CdsIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
- builder() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
- builder() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
- builder() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
- builder() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.dsf.Dsf
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
- builder() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
- builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Returns a builder for building instances of
EtdContractSpec. - builder() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fra.Fra
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta
- builder() - Static method in class com.opengamma.strata.product.fra.FraTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
- builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.FxNdf
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
- builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
- builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
- builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
- builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
- builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
- builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
- builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFuture
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.OvernightFuture
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
- builder() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
- builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
- builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
- builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
- builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
- builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
- builder() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
- builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
- builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
- builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
-
Returns a builder used to create an instance of the bean.
- builder() - Static method in class com.opengamma.strata.product.PositionInfo
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.PositionInfo.Meta
- builder() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
- builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
- builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
- builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
- builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
- builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
- builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
- builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
- builder() - Static method in class com.opengamma.strata.product.SecurityInfo
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
- builder() - Static method in class com.opengamma.strata.product.SecurityPosition
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
- builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
- builder() - Static method in class com.opengamma.strata.product.SecurityTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
- builder() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
- builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
- builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
- builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.Swap
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
- builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
- builder() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
- builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
- builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
- builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.swaption.Swaption
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
- builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
- builder() - Static method in class com.opengamma.strata.product.TradeInfo
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta
- builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
- builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
- builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
- builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
- builder() - Static method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
- builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
- builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Returns a builder used to create an instance of the bean.
- builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
- builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Returns a builder used to create an instance of the bean, based on a schedule period.
- builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Creates a mutable builder that can be used to create an instance of the market data.
- builder(ShiftType) - Static method in class com.opengamma.strata.market.param.PointShifts
-
Returns a new mutable builder for building instances of
ParameterizedDataPointShifts. - builder(PortfolioItemInfo) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Returns a builder that can be used to create an instance of
CurveSensitivities. - builder(LocalDate) - Static method in class com.opengamma.strata.data.ImmutableMarketData
-
Creates a builder that can be used to build an instance of
MarketData. - builder(LocalDate) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Creates a mutable builder that can be used to create an instance of the market data.
- builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Creates a builder specifying the valuation date.
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Builds the point sensitivity, adding to the specified mutable instance.
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- BuiltMarketData - Class in com.opengamma.strata.calc.marketdata
-
Market data that has been built.
- BuiltMarketData.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for
BuiltMarketData. - BuiltScenarioMarketData - Class in com.opengamma.strata.calc.marketdata
-
Market data that has been built.
- BuiltScenarioMarketData.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for
BuiltScenarioMarketData. - BULLET_PAYMENT - Static variable in class com.opengamma.strata.product.ProductType
- BulletPayment - Class in com.opengamma.strata.product.payment
-
A bullet payment.
- BulletPayment.Builder - Class in com.opengamma.strata.product.payment
-
The bean-builder for
BulletPayment. - BulletPayment.Meta - Class in com.opengamma.strata.product.payment
-
The meta-bean for
BulletPayment. - BulletPaymentTrade - Class in com.opengamma.strata.product.payment
-
A bullet payment trade.
- BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
-
The bean-builder for
BulletPaymentTrade. - BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
-
The meta-bean for
BulletPaymentTrade. - BulletPaymentTradeCalculationFunction - Class in com.opengamma.strata.measure.payment
-
Perform calculations on a single
BulletPaymentTradefor each of a set of scenarios. - BulletPaymentTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
-
Creates an instance.
- BulletPaymentTradeCalculations - Class in com.opengamma.strata.measure.payment
-
Calculates pricing and risk measures for bullet payment trades.
- BulletPaymentTradeCalculations(DiscountingBulletPaymentTradePricer) - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Creates an instance.
- businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
The meta-property for the
businessDayAdjustmentproperty. - businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the business day adjustment to apply.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the business day adjustment to apply to the start and end date.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the business day adjustment to apply to the start date, end date and accrual schedule.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the business day adjustment to apply to the delivery date.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the business day adjustment to apply to payment schedule dates.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the business day adjustment to apply to the start and end date, optional.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the business day adjustment to apply to the start and end date, optional.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the business day adjustment to apply to the start and end date.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the business day adjustment to apply to the start and end date, optional.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the business day adjustment to apply to the reference date.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the business day adjustment to apply, optional.
- businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
Sets the business day adjustment to apply to each reset date.
- BusinessDayAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date if it falls on a day other than a business day.
- BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for
BusinessDayAdjustment. - BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for
BusinessDayAdjustment. - BusinessDayConvention - Interface in com.opengamma.strata.basics.date
-
A convention defining how to adjust a date if it falls on a day other than a business day.
- BusinessDayConventions - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard business day conventions.
- businessDays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the stream of business days between the two dates.
- BUY - com.opengamma.strata.product.common.BuySell
-
Buy.
- buySell() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
buySellproperty. - buySell() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
buySellproperty. - buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
buySellproperty. - buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
buySellproperty. - buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
buySellproperty. - buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
buySellproperty. - buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
buySellproperty. - buySell(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets whether the CDS is buy or sell.
- buySell(BuySell) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets whether the CDS index is buy or sell.
- buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets whether the CDS is buy or sell.
- buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets whether the CDS index is buy or sell.
- buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
- buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets whether the term deposit is 'Buy' or 'Sell'.
- buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets whether the FRA is buy or sell.
- BuySell - Enum in com.opengamma.strata.product.common
-
Flag indicating whether a trade is "buy" or "sell".
C
- CA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CA' - Canada.
- CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CAD' - Canadian Dollar.
- CAD_CDOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CAD-CDOR.
- CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month CDOR index.
- CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month CDOR index.
- CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month CDOR index.
- CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month CDOR index.
- CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month CDOR index.
- CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CAD-CORRA Overnight index.
- CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The CORRA index for CAD.
- calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations for a single set of market data.
- calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations for a single set of market data.
- calculate(IborCapFloorTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
- calculate(CmsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
- calculate(CdsIndexTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
- calculate(CdsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
- calculate(TermDepositTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
- calculate(FraTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
- calculate(FxNdfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
- calculate(FxSingleTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
- calculate(FxSwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
- calculate(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
- calculate(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
- calculate(GenericSecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
- calculate(GenericSecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
- calculate(BulletPaymentTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
- calculate(SecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
- calculate(SecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
- calculate(SwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
- calculate(SwaptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
- calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Calculates the appropriate date for the node.
- calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Calculates the measure.
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Calculates values of multiple measures for the target using multiple sets of market data.
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
- calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
- calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
- calculateCrossGammaCrossCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes cross-curve gamma by applying finite difference method to curve delta.
- calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.
- calculateCrossGammaIntraCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes intra-curve cross gamma by applying finite difference method to curve delta.
- calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable end date.
- calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable first regular start date.
- calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable last regular end date.
- calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the applicable roll convention defining how to roll dates.
- calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable start date.
- calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the effective start date from the step-in date.
- calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the effective start date from the step-in date.
- calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Converts the fixing date-time from the fixing date.
- calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Calculates the fixing date-time from the fixing date.
- calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the fixing date from the maturity date.
- calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
- calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the fixing date.
- calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Calculates the monetary value of the specified quantity and price.
- calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Calculates the monetary value of the specified quantity and price.
- calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations for multiple scenarios, each with a different set of market data.
- calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations for multiple scenarios, each with a different set of market data.
- calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
- calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
- calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the numeraire, used to multiply the results.
- calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Calculates the publication date from the fixing date.
- calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the publication date from the fixing date.
- calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Calculates the reference date of the trade.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Calculates the reference date from the trade date.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Calculates the reference date from the trade date.
- calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- calculateSemiParallelGamma(Curve, Currency, Function<Curve, CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Calculates the settlement date from the valuation date.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Calculates the settlement date from the valuation date.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Calculates the settlement date from the valuation date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the strike.
- calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
calculationproperty. - calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
calculationproperty. - calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the interest rate accrual calculation.
- calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the interest rate accrual calculation.
- CALCULATION_FAILED - com.opengamma.strata.collect.result.FailureReason
-
The operation could not be performed.
- CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner
-
Primary interface for all calculation functions that calculate measures.
- calculationFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns the standard calculation functions.
- calculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the
calculationFunctionsproperty. - CalculationFunctions - Interface in com.opengamma.strata.calc.runner
-
The calculation functions.
- CalculationListener - Interface in com.opengamma.strata.calc.runner
-
Listener that is notified when calculations are performed by a
CalculationRunner. - CalculationParameter - Interface in com.opengamma.strata.calc.runner
-
The base interface for calculation parameters.
- CalculationParameters - Class in com.opengamma.strata.calc.runner
-
The calculation parameters.
- CalculationResult - Class in com.opengamma.strata.calc.runner
-
The result of a single calculation.
- calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the
calculationResultsproperty. - CalculationResults - Class in com.opengamma.strata.calc.runner
-
A set of related calculation results for a single calculation target.
- CalculationRules - Class in com.opengamma.strata.calc
-
A set of rules that define how the calculation runner should perform calculations.
- CalculationRules.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for
CalculationRules. - CalculationRunner - Interface in com.opengamma.strata.calc
-
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
- calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
- calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
Invoked when all calculations have completed.
- calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
Invoked when the calculations start; guaranteed to be invoked before
CalculationListener.resultReceived(CalculationTarget, CalculationResult)andCalculationListener.calculationsComplete(). - calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener
- CalculationTarget - Interface in com.opengamma.strata.basics
-
The target of calculation within a system.
- CalculationTargetList - Class in com.opengamma.strata.basics
-
A list of calculation targets.
- CalculationTask - Class in com.opengamma.strata.calc.runner
-
A single task that will be used to perform a calculation.
- CalculationTaskCell - Class in com.opengamma.strata.calc.runner
-
A single cell within a calculation task.
- CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
-
Component that provides the ability to run calculation tasks.
- CalculationTasks - Class in com.opengamma.strata.calc.runner
-
The tasks that will be used to perform the calculations.
- calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the
calendarproperty. - calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the
calendarproperty. - calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the calendar that defines holidays and business days.
- calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the holiday calendar that defines the meaning of a day when performing the addition.
- calibrate(IsdaCreditCurveDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Calibrates the ISDA compliant discount curve to the market data.
- calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Calibrates the ISDA compliant credit curve to the market data.
- calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
-
Calibrates the index curve to the market data.
- calibrate(RatesCurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Calibrates a single curve group, containing one or more curves.
- calibrate(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
-
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
- calibrate(List<RatesCurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Calibrates a list of curve groups, each containing one or more curves.
- calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
- calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
- calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
- calibrateAlphaWithAtm(SwaptionVolatilitiesName, SabrParametersSwaptionVolatilities, RatesProvider, SwaptionVolatilities, List<Tenor>, List<Period>, SurfaceInterpolator) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
- calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.
- calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.
- calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, double, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
- calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
- calibrateLsShiftedFromPrices(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR parameters to a set of option prices at given moneyness.
- calibrateTrinomialTree(double, CurrencyPair, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Calibrate trinomial tree to Black volatilities.
- calibrateTrinomialTree(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Calibrate trinomial tree to Black volatilities by using a vanilla option.
- calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate SABR parameters to a set of raw swaption data.
- calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate SABR parameters to a set of raw swaption data.
- CALIBRATION - Static variable in class com.opengamma.strata.product.ProductType
-
A product only used for calibration.
- CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.curve
-
Provides access to the measures needed to perform curve calibration for a single type of trade.
- CalibrationMeasures - Class in com.opengamma.strata.pricer.curve
-
Provides access to the measures needed to perform curve calibration.
- CALL - com.opengamma.strata.product.common.PutCall
-
Call.
- callerClass(int) - Static method in class com.opengamma.strata.collect.Guavate
-
Finds the caller class.
- CAMO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.
- capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
The meta-property for the
capFloorLegproperty. - capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
The meta-property for the
capFloorLegproperty. - CapitalIndexedBond - Class in com.opengamma.strata.product.bond
-
A capital indexed bond.
- CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
CapitalIndexedBond. - CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
CapitalIndexedBond. - CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A coupon or nominal payment of capital indexed bonds.
- CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
CapitalIndexedBondPaymentPeriod. - CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
CapitalIndexedBondPaymentPeriod. - CapitalIndexedBondPosition - Class in com.opengamma.strata.product.bond
-
A position in a capital indexed bond.
- CapitalIndexedBondPosition.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
CapitalIndexedBondPosition. - CapitalIndexedBondPosition.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
CapitalIndexedBondPosition. - CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a capital indexed bond.
- CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
CapitalIndexedBondSecurity. - CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
CapitalIndexedBondSecurity. - CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a capital indexed bond.
- CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
CapitalIndexedBondTrade. - CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
CapitalIndexedBondTrade. - CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single
CapitalIndexedBondTradeorCapitalIndexedBondPositionfor each of a set of scenarios. - CapitalIndexedBondTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
- CapitalIndexedBondTradeCalculations(DiscountingCapitalIndexedBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Creates an instance.
- CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining accrued interest calculation type for inflation bond securities.
- caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
capletproperty. - caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
capletproperty. - caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the optional caplet strike.
- caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the optional caplet strike.
- CAPLET - com.opengamma.strata.product.cms.CmsPeriodType
-
CMS caplet.
- capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
The meta-property for the
capletFloorletPeriodsproperty. - capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets the
capletFloorletPeriodsproperty in the builder from an array of objects. - capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets the periodic payments based on the successive observed values of an Ibor index.
- capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
capScheduleproperty. - capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
capScheduleproperty. - capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the cap schedule, optional.
- capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the cap schedule, optional.
- CASCADE - com.opengamma.strata.product.etd.EtdSettlementType
-
Cascade.
- CASH - com.opengamma.strata.product.common.SettlementType
-
Cash settlement.
- CASH - com.opengamma.strata.product.etd.EtdSettlementType
-
Cash settlement.
- CASH_FLOWS - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the cash flows of the calculation target.
- CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
The cash price method
- CashFlow - Class in com.opengamma.strata.market.amount
-
A single cash flow of a currency amount on a specific date.
- CashFlow.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for
CashFlow. - CashFlowReport - Class in com.opengamma.strata.report.cashflow
-
Represents a cash flow report.
- CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
-
The bean-builder for
CashFlowReport. - CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
-
The meta-bean for
CashFlowReport. - CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
-
Formatter for cash flow reports.
- CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
-
Report runner for cash flow reports.
- CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
-
Marker for a cash flow report template.
- CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
- CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
-
Loads a cash flow report template from the standard INI file format.
- CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
- cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
The meta-property for the
cashFlowsproperty. - cashFlows(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Calculates the future cash flow of the payment.
- cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the future cash flow of the FRA product.
- cashFlows(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates cash flows across one or more scenarios.
- cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates cash flows for a single set of market data.
- cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the future cash flow of the FRA trade.
- cashFlows(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates cash flows across one or more scenarios.
- cashFlows(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the future cash flow of the bullet payment trade.
- cashFlows(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates cash flows for a single set of market data.
- cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the future cash flows of the swap leg.
- cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the future cash flows of the swap product.
- cashFlows(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates cash flows across one or more scenarios.
- cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates cash flows for a single set of market data.
- cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the future cash flows of the swap trade.
- CashFlows - Class in com.opengamma.strata.market.amount
-
A collection of cash flows.
- CashFlows.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for
CashFlows. - CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the cash settlement type for the payoff of a swaption.
- CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for
CashSwaptionSettlement. - CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption
-
Cash settlement method of cash settled swaptions.
- casting(Class<R>) - Static method in class com.opengamma.strata.collect.Guavate
-
Function used in a stream to cast instances to a particular type without filtering.
- category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the
categoryproperty. - CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
- causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the
causeTypeproperty. - CCP - Static variable in class com.opengamma.strata.product.AttributeType
-
Key used to access the CCP.
- CcpId - Class in com.opengamma.strata.product.common
-
An identifier for a Central Counterparty Clearing House (CCP).
- CcpIds - Class in com.opengamma.strata.product.common
-
Identifiers for common CCPs.
- CDCC - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Canadian Derivatives Clearing Corporation.
- Cds - Class in com.opengamma.strata.product.credit
-
A single-name credit default swap (CDS).
- CDS - Static variable in class com.opengamma.strata.product.ProductType
-
A
Cds. - CDS_INDEX - Static variable in class com.opengamma.strata.product.ProductType
-
A
CdsIndex. - CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the index factor.
- Cds.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
Cds. - Cds.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
Cds. - CdsCalibrationTrade - Class in com.opengamma.strata.product.credit
-
A trade in a single-name credit default swap (CDS) used for credit curve calibration.
- CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CdsCalibrationTrade. - CdsConvention - Interface in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap trades.
- CdsConventions - Class in com.opengamma.strata.product.credit.type
-
Standardized credit default swap conventions.
- CdsIndex - Class in com.opengamma.strata.product.credit
-
A CDS (portfolio) index product.
- CdsIndex.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
CdsIndex. - CdsIndex.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CdsIndex. - CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit
-
A trade in a CDS index used for credit curve calibration.
- CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CdsIndexCalibrationTrade. - cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
cdsIndexIdproperty. - cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
cdsIndexIdproperty. - cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
cdsIndexIdproperty. - cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the CDS index identifier.
- cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the CDS index identifier.
- cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the CDS index identifier.
- CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
-
An ISDA compliant curve node whose instrument is a CDS index.
- CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
CdsIndexIsdaCreditCurveNode. - CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
CdsIndexIsdaCreditCurveNode. - CdsIndexTrade - Class in com.opengamma.strata.product.credit
-
A trade in a CDS index.
- CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
CdsIndexTrade. - CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CdsIndexTrade. - CdsIndexTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
-
Perform calculations on a single
CdsIndexTradefor each of a set of scenarios. - CdsIndexTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
-
Creates an instance.
- CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
-
An ISDA compliant curve node whose instrument is a credit default swap.
- CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
CdsIsdaCreditCurveNode. - CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
CdsIsdaCreditCurveNode. - CdsMarketQuoteConverter - Class in com.opengamma.strata.pricer.credit
-
The market quote converter for credit default swaps.
- CdsMarketQuoteConverter() - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
The default constructor.
- CdsMarketQuoteConverter(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
The constructor with the accrual-on-default formula specified.
- CdsQuote - Class in com.opengamma.strata.product.credit
-
Market quote for a single-name credit default swap (CDS).
- CdsQuote.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CdsQuote. - CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type
-
Market quote conventions for credit default swaps.
- CdsTemplate - Interface in com.opengamma.strata.product.credit.type
-
A template for creating credit default swap trades.
- CdsTrade - Class in com.opengamma.strata.product.credit
-
A trade in a single-name credit default swap (CDS).
- CdsTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
CdsTrade. - CdsTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CdsTrade. - CdsTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
-
Perform calculations on a single
CdsTradefor each of a set of scenarios. - CdsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
-
Creates an instance.
- cells() - Method in class com.opengamma.strata.calc.Results.Meta
-
The meta-property for the
cellsproperty. - CH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CH' - Switzerland.
- CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Switzerland, "Non-revised Consumer Price Index".
- CharSources - Class in com.opengamma.strata.collect.io
-
Helper that allows
CharSourceobjects to be created. - checkCdsBucket(ResolvedCdsTrade, List<ResolvedCdsTrade>) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
- checkCurveName(CurveName) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Checks the parsed curve name, potentially altering the value.
- CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of
BiConsumer. - CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of
BiFunction. - CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of
BinaryOperator. - CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of
BiPredicate. - CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of
Consumer. - CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of
Function. - CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of
Predicate. - CheckedRunnable - Interface in com.opengamma.strata.collect.function
-
A checked version of
Runnable. - CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
-
A checked version of
Supplier. - CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of
UnaryOperator. - checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
-
Checks that this instance equals the specified instance.
- checkSensitivityTenor(Tenor) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Checks the parsed sensitivity tenor, potentially altering the value.
- CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CHF' - Swiss Franc.
- CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
- CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
- CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
- CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
CHF vanilla fixed vs Switzerland CPI swap.
- CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-LIBOR.
- CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for CHF.
- CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for CHF.
- CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for CHF.
- CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for CHF.
- CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for CHF.
- CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for CHF.
- CHF_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-SARON Overnight index.
- CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SARON index for CHF.
- CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
- CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
- CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Deprecated.Not published as of 2017-12-29
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
Deprecated.Not published as of 2017-12-29
- chiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
The meta-property for the
chiSquareproperty. - CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
- CL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CL' - Chile.
- CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for classpath resource locators.
- CLEAN - com.opengamma.strata.pricer.common.PriceType
-
Clean price.
- cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
- cleanPrice(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Computes the market clean price.
- cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
- cleanPriceFromPointsUpfront(double) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Computes market clean price from points upfront.
- cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the clean price from the conventional real yield.
- cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the clean real price of the bond from its settlement date and dirty real price.
- clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Clears the parameter-level metadata.
- clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Clears the parameter-level metadata.
- cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Clones the point sensitivity builder.
- cloned() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- cloned() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- close() - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Closes any resources held by the component.
- close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Closes any resources held by the component.
- close() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Closes the underlying reader.
- close() - Method in class com.opengamma.strata.collect.MapStream
- closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Closes the currently open list.
- CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CLP' - Chilean Peso.
- CME - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Chicago Mercantile Exchange.
- Cms - Class in com.opengamma.strata.product.cms
-
A constant maturity swap (CMS) or CMS cap/floor.
- CMS - Static variable in class com.opengamma.strata.product.ProductType
-
A
Cms. - Cms.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
Cms. - cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
The meta-property for the
cmsLegproperty. - cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
The meta-property for the
cmsLegproperty. - CmsLeg - Class in com.opengamma.strata.product.cms
-
A CMS leg of a constant maturity swap (CMS) product.
- CmsLeg.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for
CmsLeg. - CmsLeg.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
CmsLeg. - CmsPeriod - Class in com.opengamma.strata.product.cms
-
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
- CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for
CmsPeriod. - CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
CmsPeriod. - cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
The meta-property for the
cmsPeriodsproperty. - cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets the
cmsPeriodsproperty in the builder from an array of objects. - cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets the periodic payments based on the successive observed values of a swap index.
- CmsPeriodType - Enum in com.opengamma.strata.product.cms
-
A CMS payment period type.
- CmsSabrExtrapolationParams - Class in com.opengamma.strata.measure.cms
-
The additional parameters necessary for pricing CMS using SABR extrapolation replication.
- CmsTrade - Class in com.opengamma.strata.product.cms
-
A trade in a constant maturity swap (CMS).
- CmsTrade.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for
CmsTrade. - CmsTrade.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
CmsTrade. - CmsTradeCalculationFunction - Class in com.opengamma.strata.measure.cms
-
Perform calculations on a single
CmsTradefor each of a set of scenarios. - CmsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
-
Creates an instance.
- CmsTradeCalculations - Class in com.opengamma.strata.measure.cms
-
Calculates pricing and risk measures for constant maturity swap (CMS) trades.
- CmsTradeCalculations(SabrExtrapolationReplicationCmsTradePricer) - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Creates an instance specifying the SABR pricer.
- CN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CN' - China.
- CNH - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CNY' - Chinese Offshore Yuan.
- CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CNY' - Chinese Onshore Yuan.
- COLLATERALIZED_CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
The Collateralized Cash Price
- collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream
- collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Collects all the currencies referred to by this calculation.
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Collects all the currencies referred to by this leg.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Collects all the indices referred to by this period.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateComputation
-
Collects all the indices referred to by this computation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Collects all the indices referred to by this calculation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Collects all the indices referred to by this leg.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Collects all the indices referred to by this leg.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Collects all the indices referred to by this period.
- collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a collector that can be used to create a time-series from a stream of points.
- column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index.
- Column - Class in com.opengamma.strata.calc
-
Defines a column in a set of calculation results.
- Column.Builder - Class in com.opengamma.strata.calc
-
The bean-builder for
Column. - Column.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for
Column. - columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index as an independent array.
- columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the number of columns of this matrix.
- ColumnHeader - Class in com.opengamma.strata.calc
-
Provides access to the column name and measure in the grid of results.
- ColumnHeader.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for
ColumnHeader. - columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the
columnHeadersproperty. - columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the
columnHeadersproperty in the builder from an array of objects. - columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the column headers.
- columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the
columnKeysproperty. - columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the
columnKeysproperty in the builder from an array of objects. - columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the keys corresponding to the columns.
- ColumnName - Class in com.opengamma.strata.calc
-
The name of a column in the grid of calculation results.
- columns() - Method in class com.opengamma.strata.calc.Results.Meta
-
The meta-property for the
columnsproperty. - columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the
columnsproperty. - columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the
columnsproperty. - columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
The meta-property for the
columnsproperty. - columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the
columnsproperty in the builder from an array of objects. - columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the
columnsproperty in the builder from an array of objects. - columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the report columns, which may contain information required for formatting.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns in the report.
- com.opengamma.strata.basics - package com.opengamma.strata.basics
-
Basic types for modelling reference data.
- com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
-
Representations of currency and money.
- com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
-
Tools for working with dates.
- com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
-
Entity objects describing common market indices, such as LIBOR and FED FUND.
- com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
-
Representations of a geographic location.
- com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
-
Basic financial tools for working with date-based schedules.
- com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
-
Basic financial tools for working with values.
- com.opengamma.strata.calc - package com.opengamma.strata.calc
-
Calculates risk measures on trades, applies scenarios and manages market data.
- com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
-
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
- com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
-
The calculation runner.
- com.opengamma.strata.collect - package com.opengamma.strata.collect
-
Root package for common data structures used by Strata.
- com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
-
Array data structures.
- com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
-
Additional functional interfaces not supplied by Java SE 8.
- com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
-
Provides utilities for the management of input and output.
- com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
-
Named data structures.
- com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
-
Result data structures.
- com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
-
Time-series data structures.
- com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
-
Tuple data structures.
- com.opengamma.strata.data - package com.opengamma.strata.data
-
Basic types to model market data.
- com.opengamma.strata.data.scenario - package com.opengamma.strata.data.scenario
-
Basic types to model market data across scenarios.
- com.opengamma.strata.loader - package com.opengamma.strata.loader
-
Tools for loading data from files.
- com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
-
Loader that reads market data from CSV files.
- com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
-
Loader that can convert files to financial instruments.
- com.opengamma.strata.market - package com.opengamma.strata.market
-
Data structures for market data.
- com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
-
Defines representations of amounts typically used as result types.
- com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
-
Definitions of curves.
- com.opengamma.strata.market.curve.interpolator - package com.opengamma.strata.market.curve.interpolator
-
Interpolators for interpolating in one and two dimensions.
- com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
-
Curve nodes.
- com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
-
Support for explaining results.
- com.opengamma.strata.market.model - package com.opengamma.strata.market.model
-
Market data related to pricing models.
- com.opengamma.strata.market.observable - package com.opengamma.strata.market.observable
-
Market data for quotes.
- com.opengamma.strata.market.option - package com.opengamma.strata.market.option
-
Entity objects for options.
- com.opengamma.strata.market.param - package com.opengamma.strata.market.param
-
Market data based on parameters.
- com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
-
Entity objects for sensitivities.
- com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
-
Definitions of surfaces.
- com.opengamma.strata.market.surface.interpolator - package com.opengamma.strata.market.surface.interpolator
-
Interpolators for surfaces.
- com.opengamma.strata.math - package com.opengamma.strata.math
-
Base package of the strata-math project.
- com.opengamma.strata.math.linearalgebra - package com.opengamma.strata.math.linearalgebra
-
Linear algebra.
- com.opengamma.strata.math.rootfind - package com.opengamma.strata.math.rootfind
-
Root finding.
- com.opengamma.strata.measure - package com.opengamma.strata.measure
-
Provides the ability to calculate high-level measures on financial instruments.
- com.opengamma.strata.measure.bond - package com.opengamma.strata.measure.bond
-
Base package for calculation functions.
- com.opengamma.strata.measure.calc - package com.opengamma.strata.measure.calc
-
Additional calculation parameters.
- com.opengamma.strata.measure.capfloor - package com.opengamma.strata.measure.capfloor
-
Calculation functions for Ibor cap/floor products.
- com.opengamma.strata.measure.cms - package com.opengamma.strata.measure.cms
-
Calculation functions for constant maturity swap (CMS) products.
- com.opengamma.strata.measure.credit - package com.opengamma.strata.measure.credit
-
Calculation functions for credit products.
- com.opengamma.strata.measure.curve - package com.opengamma.strata.measure.curve
-
Integration code that allows strata-calc to use and calibrate curves.
- com.opengamma.strata.measure.deposit - package com.opengamma.strata.measure.deposit
-
Calculation functions for deposit products.
- com.opengamma.strata.measure.dsf - package com.opengamma.strata.measure.dsf
-
Calculation functions for DSF products.
- com.opengamma.strata.measure.fra - package com.opengamma.strata.measure.fra
-
Calculation functions for FRA products.
- com.opengamma.strata.measure.fx - package com.opengamma.strata.measure.fx
-
Calculation functions for FX products.
- com.opengamma.strata.measure.fxopt - package com.opengamma.strata.measure.fxopt
-
Calculation functions for FX option products.
- com.opengamma.strata.measure.index - package com.opengamma.strata.measure.index
-
Calculation functions for index products.
- com.opengamma.strata.measure.payment - package com.opengamma.strata.measure.payment
-
Calculation functions for payment products.
- com.opengamma.strata.measure.rate - package com.opengamma.strata.measure.rate
-
Base package for calculation functions.
- com.opengamma.strata.measure.security - package com.opengamma.strata.measure.security
-
Calculation functions for futures products.
- com.opengamma.strata.measure.swap - package com.opengamma.strata.measure.swap
-
Calculation functions for swap products.
- com.opengamma.strata.measure.swaption - package com.opengamma.strata.measure.swaption
-
Calculation functions for swaption products.
- com.opengamma.strata.pricer - package com.opengamma.strata.pricer
-
Calculators for financial instruments.
- com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
-
Calculators for bonds.
- com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor
-
Calculators for Ibor cap-floor.
- com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms
-
Calculators for CMS.
- com.opengamma.strata.pricer.common - package com.opengamma.strata.pricer.common
-
Common code for pricing.
- com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
-
Calculators for credit instruments, such as Credit Default Swap (CDS).
- com.opengamma.strata.pricer.curve - package com.opengamma.strata.pricer.curve
-
Provides the ability to calibrate curves.
- com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
-
Calculators for rate deposit instruments, such as term deposit.
- com.opengamma.strata.pricer.dsf - package com.opengamma.strata.pricer.dsf
-
Calculators for Deliverable Swap Futures (DSFs).
- com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
-
Calculators for Forward Rate Agreement (FRA) instruments.
- com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
-
Calculators for FX instruments, such as FX forward and FX swap.
- com.opengamma.strata.pricer.fxopt - package com.opengamma.strata.pricer.fxopt
-
Calculators for FX options.
- com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
-
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
- com.opengamma.strata.pricer.model - package com.opengamma.strata.pricer.model
-
Common code for model pricing.
- com.opengamma.strata.pricer.option - package com.opengamma.strata.pricer.option
-
Pricer support classes for options.
- com.opengamma.strata.pricer.payment - package com.opengamma.strata.pricer.payment
-
Calculators for payment instruments.
- com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
-
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
- com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
-
Calculators for sensitivities.
- com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
-
Calculators for interest rate swaps.
- com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
-
Calculators for swaptions.
- com.opengamma.strata.product - package com.opengamma.strata.product
-
Entity objects describing trades and products in financial markets.
- com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
-
Entity objects describing bonds.
- com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor
-
Entity objects describing Ibor cap/floor.
- com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
-
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
- com.opengamma.strata.product.common - package com.opengamma.strata.product.common
-
Entity objects shared between other packages.
- com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
-
Entity objects describing Credit Default Swap (CDS) and CDS index.
- com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
-
Conventions and templates to aid the construction of credit instruments.
- com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
-
Entity objects describing financial instruments representing a simple deposit with interest.
- com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
-
Conventions and templates to aid the construction of deposits.
- com.opengamma.strata.product.dsf - package com.opengamma.strata.product.dsf
-
Entity objects describing Deliverable Swap Futures (DSFs).
- com.opengamma.strata.product.etd - package com.opengamma.strata.product.etd
-
Entity objects describing Exchange Traded Derivatives (ETDs).
- com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
-
Entity objects describing a forward rate agreement (FRA).
- com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
-
Conventions and templates to aid the construction of FRAs.
- com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
-
Entity objects describing financial instruments in the foreign exchange market.
- com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
-
Conventions and templates to aid the construction of foreign exchange products.
- com.opengamma.strata.product.fxopt - package com.opengamma.strata.product.fxopt
-
Entity objects describing options in the foreign exchange market.
- com.opengamma.strata.product.index - package com.opengamma.strata.product.index
-
Entity objects describing contracts based on rate indices.
- com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
-
Conventions and templates to aid the construction of rate index products.
- com.opengamma.strata.product.option - package com.opengamma.strata.product.option
-
Entity objects describing common option concepts.
- com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
-
Entity objects describing simple payment financial instruments.
- com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
-
Entity objects describing the rate-based financial instruments.
- com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
-
Entity objects describing a swap.
- com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
-
Conventions and templates to aid the construction of rate swaps.
- com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
-
Entity objects describing options on swaps, known as swaptions.
- com.opengamma.strata.report - package com.opengamma.strata.report
-
Reporting Framework
- com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
-
Types for reporting and formatting cashflows.
- com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
-
Provide the ability to extract data using textual expressions.
- com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
-
Provide the ability to format calculated values.
- com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
-
Types for reporting and formatting trades.
- combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
- combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.
- combine(IntArray, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
- combine(LongArray, LongBinaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
- combine(MarketDataName<?>, CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Combines two or more instances to form a single sensitivity instance.
- combine(MarketDataName<?>, UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Combines two or more instances to form a single sensitivity instance.
- combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.
- combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Merges multiple sets of requirements into a single set.
- combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
- combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
- combined(FxRateProvider, ImmutableRatesProvider...) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Combines a number of rates providers.
- combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains a combined holiday calendar instance.
- COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The combined rate, including weighting.
- CombinedCurve - Class in com.opengamma.strata.market.curve
-
A curve formed from two curves, the base curve and the spread curve.
- CombinedCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
CombinedCurve. - CombinedExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
-
Combines multiple extended enums into one lookup.
- combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Returns a combined INI file formed by merging INI files with the specified name.
- combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Returns a combined INI file formed by merging the specified INI files.
- combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Combines this holiday calendar with another.
- combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Combines this holiday calendar identifier with another.
- combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
- combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Combines this reference data with another.
- combinedWith(CalculationParameters) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Combines this set of parameters with the specified set.
- combinedWith(FunctionRequirements) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Combines these requirements with another set.
- combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Combines this property set with another.
- combinedWith(ValueWithFailures<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Combines this instance with another.
- combinedWith(Pair<C, D>, BiFunction<? super A, ? super C, ? extends A>, BiFunction<? super B, ? super D, ? extends B>) - Method in class com.opengamma.strata.collect.tuple.Pair
-
Combines this instance with another.
- combinedWith(Triple<Q, R, S>, BiFunction<? super A, ? super Q, ? extends A>, BiFunction<? super B, ? super R, ? extends B>, BiFunction<? super C, ? super S, ? extends C>) - Method in class com.opengamma.strata.collect.tuple.Triple
-
Combines this instance with another.
- combinedWith(ImmutableMarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Combines this set of market data with another.
- combinedWith(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData
- combinedWith(MarketData) - Method in interface com.opengamma.strata.data.MarketData
-
Combines this market data with another.
- combinedWith(ImmutableScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Returns set of market data which combines the data from this set of data with another set.
- combinedWith(ScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- combinedWith(ScenarioMarketData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns set of market data which combines the data from this set of data with another set.
- combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another cash flow.
- combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another one.
- combinedWith(RatesCurveGroupDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Combines this definition with another one.
- combinedWith(CrossGammaParameterSensitivities) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(UnitParameterSensitivities) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Combines this point sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Combines this sensitivity with another instance.
- combinedWith(ImmutableRatesProvider, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Combines this provider with another.
- combineFuturesAsList(List<? extends CompletableFuture<? extends T>>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts a list of futures to a single future, combining the values into a list.
- combineFuturesAsMap(Map<? extends K, ? extends F>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts a map of futures to a single future.
- combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combineMaps(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Combines two distinct maps into a single map.
- combineMaps(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Combines two maps into a single map.
- combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Combines this array and the other array returning a reduced value.
- combineReduce(IntArray, IntTernaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Combines this array and the other array returning a reduced value.
- combineReduce(LongArray, LongTernaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray
-
Combines this array and the other array returning a reduced value.
- combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Combines this result with another result.
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Applies a function to the market data in this box and another box and returns a box containing the result.
- combineWithDefaults(ReportingCurrency, CalculationParameters) - Method in class com.opengamma.strata.calc.Column
-
Combines the parameters with another reporting currency and set of parameters.
- combining(BiFunction<? super A, ? super A, ? extends A>, BiFunction<? super B, ? super B, ? extends B>) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
Returns a combiner of pair instances.
- combining(BiFunction<? super A, ? super A, ? extends A>, BiFunction<? super B, ? super B, ? extends B>, BiFunction<? super C, ? super C, ? extends C>) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
Returns a combiner of triple instances.
- combiningValues(BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a
BinaryOperatorthat combinesValueWithFailuresobjects using the provided combiner function. - compareKey(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Compares the key of two sensitivities, excluding the point sensitivity value.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
-
Compares this currency to another.
- compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Compares this currency amount to another.
- compareTo(Money) - Method in class com.opengamma.strata.basics.currency.Money
-
Compares this money to another.
- compareTo(Tenor) - Method in class com.opengamma.strata.basics.date.Tenor
-
Compares this tenor to another tenor.
- compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
-
Compares this country to another.
- compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Compares this period to another by unadjusted start date, then unadjusted end date.
- compareTo(StandardId) - Method in class com.opengamma.strata.basics.StandardId
-
Compares the external identifiers, sorting alphabetically by scheme followed by value.
- compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Compares this point to another.
- compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
-
Compares the triple based on the first element followed by the second element followed by the third element.
- compareTo(MarketDataName<?>) - Method in class com.opengamma.strata.data.MarketDataName
-
Compares this name to another.
- compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Compares this cash flow to another, first by date, then value.
- compareTo(T) - Method in class com.opengamma.strata.collect.TypedString
-
Compares this type to another.
- COMPLETED - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The flag to indicate that the period has completed.
- completePosition(CsvRow, EtdFuturePosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Completes the position, potentially parsing additional columns.
- completePosition(CsvRow, EtdOptionPosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Completes the position, potentially parsing additional columns.
- completePosition(CsvRow, SecurityPosition) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Completes the position, potentially parsing additional columns.
- completeTrade(CsvRow, CdsIndexTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the CDS Index trade, potentially parsing additional columns.
- completeTrade(CsvRow, CdsTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the CDS trade, potentially parsing additional columns.
- completeTrade(CsvRow, TermDepositTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the trade, potentially parsing additional columns.
- completeTrade(CsvRow, FraTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the FRA trade, potentially parsing additional columns.
- completeTrade(CsvRow, FxSingleTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the FX Forward trade, potentially parsing additional columns.
- completeTrade(CsvRow, FxSwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the FX Swap trade, potentially parsing additional columns.
- completeTrade(CsvRow, FxVanillaOptionTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the FX Vanilla Option trade, potentially parsing additional columns.
- completeTrade(CsvRow, BulletPaymentTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the trade, potentially parsing additional columns.
- completeTrade(CsvRow, SecurityTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the trade, potentially parsing additional columns.
- completeTrade(CsvRow, SwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the Swap trade, potentially parsing additional columns.
- completeTrade(CsvRow, SwaptionTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the Swaption trade, potentially parsing additional columns.
- completeTradeCommon(CsvRow, T) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Completes the trade, potentially parsing additional columns.
- composedWith(CalculationFunctions) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Returns a set of calculation functions which combines the functions in this set with the functions in another.
- composedWith(DerivedCalculationFunction<?, ?>...) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.
- composedWith(List<DerivedCalculationFunction<?, ?>>) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.
- COMPOUNDED - com.opengamma.strata.product.swap.OvernightAccrualMethod
-
The compounded method.
- CompoundedRateType - Enum in com.opengamma.strata.pricer
-
A compounded rate type.
- COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The method of compounding.
- COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the number of compounding per year, as an
Integer. - compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
compoundingMethodproperty. - compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the
compoundingMethodproperty. - compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
compoundingMethodproperty. - compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
compoundingMethodproperty. - compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
compoundingMethodproperty. - compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
- CompoundingMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to compound interest.
- computeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
computeJacobianproperty. - computeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
-
The meta-property for the
computeJacobianproperty. - computeJacobian(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Sets the 'compute Jacobian' flag of the curve group definition.
- computePenaltyMatrix(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Computes penalty matrix.
- computePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
-
The meta-property for the
computePvSensitivityToMarketQuoteproperty. - computePvSensitivityToMarketQuote(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.
- computeShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
-
Computes the shift amount using appropriate logic for the shift type.
- concat(double...) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- concat(int...) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array that combines this array and the specified array.
- concat(long...) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an array that combines this array and the specified array.
- concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- concat(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array that combines this array and the specified array.
- concat(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an array that combines this array and the specified array.
- concat(MapStream<? extends K, ? extends V>, MapStream<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Creates a stream of map entries whose elements are those of the first stream followed by those of the second stream.
- concatToList(Iterable<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate
-
Concatenates a number of iterables into a single list.
- configs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
The meta-property for the
configsproperty. - ConstantCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a single constant value.
- ConstantCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
ConstantCurve. - ConstantNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a single constant value.
- ConstantNodalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
ConstantNodalCurve. - ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
ConstantNodalCurve. - ConstantRecoveryRates - Class in com.opengamma.strata.pricer.credit
-
The constant recovery rate.
- ConstantRecoveryRates.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for
ConstantRecoveryRates. - ConstantSurface - Class in com.opengamma.strata.market.surface
-
A surface based on a single constant value.
- ConstantSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for
ConstantSurface. - consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
Consumerinterface. - contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array contains the specified value.
- contains(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Checks if this array contains the specified value.
- contains(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Checks if this array contains the specified value.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if the currency pair contains the supplied currency as either its base or counter.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Checks if this multi-amount contains an amount for the specified currency.
- contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Checks if this INI file contains the specified section.
- contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set contains the specified key.
- contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period contains the specified date.
- containsAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
-
Determines if an attribute associated with the specified type is present.
- containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Checks if this info contains the specified curve.
- containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Checks if this time-series contains a value for the specified date.
- containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvFile
-
Checks if the header is known.
- containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Checks if the header is known.
- containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvFile
-
Checks if the header pattern is known.
- containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Checks if the header pattern is known.
- containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Checks if this reference data contains a value for the specified identifier.
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.ImmutableMarketData
- containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.MarketData
-
Checks if this market data contains a value for the specified identifier.
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Checks if this market data contains a value for the specified identifier.
- contentEquals(ByteSource) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- CONTINUOUS - com.opengamma.strata.pricer.CompoundedRateType
-
Continuous compounding.
- CONTRACT_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the contract code.
- CONTRACT_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the contract size.
- contractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
contractCodeproperty. - contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the code of the contract specification as given by the exchange in clearing and margining.
- contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the
contractSizeproperty. - contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
The meta-property for the
contractSpecIdproperty. - contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
contractSpecIdproperty. - contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
Sets the ID of the contract specification from which this security is derived.
- contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the ID of the contract specification from which this security is derived.
- contractSpecId(EtdType, ExchangeId, EtdContractCode) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for a contract specification.
- convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the
conventionproperty. - convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the convention used to the adjust the date if it does not fall on a business day.
- convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
Sets the underlying Ibor fixing deposit convention.
- convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
Sets the underlying term deposit convention.
- convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the underlying FRA convention.
- convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the underlying FX Swap convention.
- convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the swap convention that the volatilities are to be used for.
- convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention(OvernightIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
conversionFactorsproperty. - conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
conversionFactorsproperty. - conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
conversionFactorsproperty. - conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the
conversionFactorsproperty in the builder from an array of objects. - conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the
conversionFactorsproperty in the builder from an array of objects. - conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the
conversionFactorsproperty in the builder from an array of objects. - conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- convert(double, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Converts an amount in a currency to an amount in a different currency using this rate.
- convert(double, Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Converts an amount in a currency to an amount in a different currency using a rate from this provider.
- convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a
CurrencyAmountinto an amount in the specified currency using the rates in this matrix. - convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a
MultipleCurrencyAmountinto an amount in the specified currency using the rates in this matrix. - convert(DoubleArray, Currency, Currency) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Converts an amount in a currency to an amount in a different currency using this rate.
- convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business day convention string to a
BusinessDayConvention. - convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML date to a
LocalDate. - convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML day count string to a
DayCount. - convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Money
-
Converts this amount to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
-
Converts this payment to an equivalent payment in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Converts this cash flow to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Converts this collection of cash flows to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
- convertedTo(Currency, ScenarioFxRateProvider) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxConvertible
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.Money
-
Converts this amount to an equivalent amount the specified currency.
- convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency string to a
Frequency. - convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business center string to a
HolidayCalendar. - convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML tenor string to a
Tenor. - convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML roll convention string to a
RollConvention. - CONVEXITY_ADJUSTED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The convexity adjusted rate.
- convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the convexity adjustment (to the price) of the Ibor future product.
- convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the convexity from the conventional real yield using finite difference approximation.
- convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the covexity from the standard yield.
- convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the convexity of the fixed coupon bond product from yield.
- COP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'COP' - Colombian Peso.
- copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Copies this array into the specified array.
- copyInto(int[], int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Copies this array into the specified array.
- copyInto(long[], int) - Method in class com.opengamma.strata.collect.array.LongArray
-
Copies this array into the specified array.
- copyOf(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance, copying the array.
- copyOf(byte[], int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Obtains an instance by copying part of an array.
- copyOf(byte[], int, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Obtains an instance by copying part of an array.
- copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from an array of
double. - copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance from a
double[][]. - copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance from an array of
int. - copyOf(int[], int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance by copying part of an array.
- copyOf(int[], int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance by copying part of an array.
- copyOf(long[]) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance from an array of
long. - copyOf(long[], int) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance by copying part of an array.
- copyOf(long[], int, int) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance by copying part of an array.
- copyOf(Collection<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from a collection of
Double. - copyOf(Collection<Integer>) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance from a collection of
Integer. - copyOf(Collection<Long>) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance from a collection of
Long. - copyTo(OutputStream) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- CORRECT - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
The mathematically correct formula.
- count() - Method in class com.opengamma.strata.collect.MapStream
- counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the
counterCurrencyDiscountFactorsproperty. - counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the
counterCurrencyPaymentproperty. - counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
The meta-property for the
counterCurrencyPaymentproperty. - counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
counterpartyproperty. - counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the counterparty identifier, optional.
- countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- Country - Class in com.opengamma.strata.basics.location
-
A country or territory.
- COUPON - com.opengamma.strata.product.cms.CmsPeriodType
-
CMS coupon.
- couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the coupon equivalent of a swap leg.
- create(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Builds a set of market data.
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Creates accrual periods based on the specified schedule.
- createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of adjusted dates in the schedule.
- createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
Invoked to create the aggregate result when the individual calculations are complete.
- createAggregateResult() - Method in class com.opengamma.strata.calc.runner.ResultsListener
- createCap(LocalDate, LocalDate, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Creates a standard cap from start date, end date and strike.
- createFullInitialValues() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Create initial values for all the curve parameters.
- createFullTransform(ParameterLimitsTransform[]) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Creates the transformation definition for all the curve parameters.
- createFuture(YearMonth, EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Creates a future security based on this contract specification.
- createGroupId(ObservableSource) - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition
-
Creates an identifier that can be used to resolve this definition.
- createGroupId(ObservableSource) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
- createMetadata(RawOptionData) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Creates surface metadata.
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
- createMultiScenario(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Builds the market data required for performing calculations for a set of scenarios.
- createMultiScenario(MarketDataRequirements, MarketDataConfig, ScenarioMarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Builds the market data required for performing calculations for a set of scenarios.
- createOption(YearMonth, EtdVariant, int, PutCall, double) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Creates an option security based on this contract specification.
- createOption(YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Creates an option security based on this contract specification.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve
-
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface
-
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve
-
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface
-
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- createPosition(PositionInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates a position based on this security from a long and short quantity.
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- createPosition(PositionInfo, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates a position based on this security from a net quantity.
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
-
Creates the associated product, which simply returns
this. - createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates the product associated with this security.
- createRateComputation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Creates a rate observation where the start index value is known.
- createSabrParameterCurve(List<CurveMetadata>, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Creates the parameter curves with parameter node values.
- createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Creates curve metadata for SABR parameters.
- createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Creates curve metadata for SABR parameters.
- createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
-
Creates an instance of the scenario market data object from a box containing data of the same underlying type.
- createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the schedule from the definition.
- createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Creates the payment schedule based on the accrual schedule.
- createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
- createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade based on the trade date and the IMM date logic.
- createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
-
Creates a trade based on this template.
- createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
- createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
- createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
-
Creates a trade based on this template.
- createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
- createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
- createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
- createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade based on the trade date, start date and the IMM date logic.
- createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee from trade date, start date and end date.
- createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade from trade date, start date and end date.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates a trade based on this security.
- createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, SecurityId, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention, using the index tenor to define the end of the FRA.
- createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention, specifying the end of the FRA.
- createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
- createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of unadjusted dates in the schedule.
- createUnadjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of unadjusted dates in the schedule.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains the underlying
ZeroRateSensitivity. - createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains the underlying
ZeroRateSensitivity. - CreditCouponPaymentPeriod - Class in com.opengamma.strata.product.credit
-
A period over which a fixed coupon is paid.
- CreditCouponPaymentPeriod.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
CreditCouponPaymentPeriod. - CreditCouponPaymentPeriod.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
CreditCouponPaymentPeriod. - creditCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
The meta-property for the
creditCurvesproperty. - creditCurves(Map<Pair<StandardId, Currency>, LegalEntitySurvivalProbabilities>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
Sets the credit curves.
- CreditCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.credit
-
Point sensitivity to the zero hazard rate curve.
- CreditCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for
CreditCurveZeroRateSensitivity. - CreditDiscountFactors - Interface in com.opengamma.strata.pricer.credit
-
Provides access to discount factors for a single currency.
- CreditMeasures - Class in com.opengamma.strata.measure.credit
-
The standard set of credit measures that can be calculated by Strata.
- CreditRatesMarketData - Interface in com.opengamma.strata.measure.credit
-
Market data for credit products.
- CreditRatesMarketDataLookup - Interface in com.opengamma.strata.measure.credit
-
The lookup that provides access to credit rates in market data.
- creditRatesProvider() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the credit rates provider.
- creditRatesProvider(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains credit rates provider based on the specified market data.
- CreditRatesProvider - Interface in com.opengamma.strata.pricer.credit
-
The rates provider, used to calculate analytic measures.
- CreditRatesScenarioMarketData - Interface in com.opengamma.strata.measure.credit
-
Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.
- cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Finds the currency pair that is a cross between this pair and the other pair.
- CrossGammaParameterSensitivities - Class in com.opengamma.strata.market.param
-
The second order parameter sensitivity for parameterized market data.
- CrossGammaParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
CrossGammaParameterSensitivities. - CrossGammaParameterSensitivity - Class in com.opengamma.strata.market.param
-
The second order parameter sensitivity for parameterized market data.
- CrossGammaParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
CrossGammaParameterSensitivity. - crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Derives an FX rate from two related FX rates.
- crossRates(FxRateScenarioArray) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Derives a set of FX rates from these rates and another set of rates.
- CS01_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.
- CS01_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift in credit spread.
- CSV - com.opengamma.strata.report.framework.format.ReportOutputFormat
-
The CSV format.
- CsvFile - Class in com.opengamma.strata.collect.io
-
A CSV file.
- CsvIterator - Class in com.opengamma.strata.collect.io
-
Iterator over the rows of a CSV file.
- CsvLoaderUtils - Class in com.opengamma.strata.loader.csv
-
CSV information resolver helper.
- CsvOutput - Class in com.opengamma.strata.collect.io
-
Outputs a CSV formatted file.
- CsvOutput.CsvRowOutputWithHeaders - Class in com.opengamma.strata.collect.io
-
Class used when outputting CSV with headers.
- CsvRow - Class in com.opengamma.strata.collect.io
-
A row in a CSV file.
- currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
The meta-property for the
currenciesproperty. - currencies(Currency...) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
-
Sets the
currenciesproperty in the builder from an array of objects. - currencies(Set<Currency>) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
-
Sets the currencies of the item.
- currency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
currencyproperty. - currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
currencyproperty. - currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the currency of the index.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the currency of the index.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the currency of the index.
- currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the currency of the leg.
- currency(Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the currency of the sensitivity.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the currency that the future is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the currency that the future is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the currency that the bond is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the currency that the bond is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the currency that the bond is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the currency that the bond is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the currency of the leg associated with the notional.
- currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the primary currency of the payment period.
- currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the currency of the leg associated with the notional.
- currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the primary currency of the payment period.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the currency of the CDS.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the currency of the CDS index.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the currency of the CDS.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the primary currency.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the primary currency.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the primary currency.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the primary currency.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the primary currency.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the currency that the future is traded in, defaulted from the index if not set.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the currency that the option is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the currency that the future is traded in, defaulted from the index if not set.
- currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the currency that the future is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the currency that the future is traded in.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the currency of the swap leg.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the currency of the swap leg associated with the notional.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the leg currency.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- Currency - Class in com.opengamma.strata.basics.currency
-
A unit of currency.
- CURRENCY - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the currency.
- CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for
CurrencyAmount. - CURRENCY_CONVERSION - com.opengamma.strata.collect.result.FailureReason
-
Currency conversion failed.
- CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the currency exposure of the calculation target.
- CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for
CurrencyParameterSensitivity. - CurrencyAmount - Class in com.opengamma.strata.basics.currency
-
An amount of a currency.
- CurrencyAmountArray - Class in com.opengamma.strata.basics.currency
-
An array of currency amounts with the same currency.
- CurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
CurrencyAmountArray. - CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a currency amount.
- CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
- currencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
The meta-property for the
currencyConvertibleproperty. - currencyExposure(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Calculates the currency exposure.
- currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the currency exposure.
- currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the currency exposure of a bill trade.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the currency exposure of the bond future option trade.
- currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the currency exposure of the bond future option trade from the current option price.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade.
- currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the currency exposure of the bond product.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade.
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the currency exposure of the fixed coupon bond trade.
- currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the currency exposure of the Ibor cap/floor product.
- currencyExposure(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the currency exposure of the Ibor cap/floor trade.
- currencyExposure(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the currency exposure of the product.
- currencyExposure(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the currency exposure of the product.
- currencyExposure(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the currency exposure of the trade.
- currencyExposure(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the currency exposure of the trade.
- currencyExposure(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the currency exposure.
- currencyExposure(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the currency exposure of the deliverable swap futures trade.
- currencyExposure(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the currency exposure of the FRA trade.
- currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the currency exposure of the FX swap product.
- currencyExposure(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the currency exposure of the FX barrier option product.
- currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the currency exposure of the FX barrier option product.
- currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the currency exposure of the FX barrier option product.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the currency exposure of the FX barrier option trade.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the currency exposure of the FX barrier option trade.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the currency exposure of the foreign exchange vanilla option product.
- currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the currency exposure of the foreign exchange vanilla option product.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the currency exposure of the FX vanilla option trade.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the currency exposure of the FX vanilla option trade.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the currency exposure of the Ibor future trade.
- currencyExposure(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the currency exposure of the bullet payment trade.
- currencyExposure(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the currency exposure of the swap leg.
- currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the currency exposure of the swap product.
- currencyExposure(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the currency exposure of the swap trade.
- currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the currency exposure of the swaption product.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the currency exposure of a single payment event.
- currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the currency exposure of a single payment period.
- currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade.
- currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the currency exposure of a bill trade with z-spread.
- currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the currency exposure of the bond product with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
- currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the
currencyPairproperty. - currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the currency pair.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the currencyPair.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the currency pair.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the currency pair associated with the convention.
- CurrencyPair - Class in com.opengamma.strata.basics.currency
-
An ordered pair of currencies, such as 'EUR/USD'.
- CurrencyParameterSensitivities - Class in com.opengamma.strata.market.param
-
Currency-based parameter sensitivity for parameterized market data, such as curves.
- CurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
CurrencyParameterSensitivities. - CurrencyParameterSensitivitiesBuilder - Class in com.opengamma.strata.market.param
-
Builder for
CurrencyParameterSensitivities. - CurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against currency parameter sensitivities.
- CurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
- CurrencyParameterSensitivity - Class in com.opengamma.strata.market.param
-
Currency-based parameter sensitivity for parameterized market data, such as a curve.
- CurrencyParameterSensitivity.Builder - Class in com.opengamma.strata.market.param
-
The bean-builder for
CurrencyParameterSensitivity. - CurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
CurrencyParameterSensitivity. - CurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Token evaluator for currency parameter sensitivity.
- CurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
- CurrencyScenarioArray - Class in com.opengamma.strata.data.scenario
-
A currency-convertible scenario array for a single currency, holding one amount for each scenario.
- CurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for
CurrencyScenarioArray. - CURRENT_CASH - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the current cash of the calculation target.
- currentCash(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Calculates the current cash.
- currentCash(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedBillTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the current cash of a bill trade.
- currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the current cash of the bond product.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the current cash of the bond trade.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the current cash of the fixed coupon bond trade.
- currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the current cash of the Ibor cap/floor leg.
- currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the current cash of the Ibor cap/floor product.
- currentCash(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the current cash of the Ibor cap/floor trade.
- currentCash(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Calculates the current cash of the leg.
- currentCash(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the current cash of the leg.
- currentCash(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the current cash of the product.
- currentCash(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the current cash of the product.
- currentCash(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the current cash.
- currentCash(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the current cash of the FRA trade.
- currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the current cash of the NDF product.
- currentCash(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the current cash.
- currentCash(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the current cash of the FX swap product.
- currentCash(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the current of the FX barrier option trade.
- currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the current of the FX barrier option trade.
- currentCash(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the current of the FX vanilla option trade.
- currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the current of the FX vanilla option trade.
- currentCash(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the current cash of the bullet payment trade.
- currentCash(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the current cash of the swap leg.
- currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the current cash of the swap product.
- currentCash(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the current cash of the swap trade.
- currentCash(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the current cash of a single payment event.
- currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the current cash of a single payment period.
- curve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
The meta-property for the
curveproperty. - curve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
The meta-property for the
curveproperty. - curve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the
curveproperty. - curve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the
curveproperty. - curve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
The meta-property for the
curveproperty. - curve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
The meta-property for the
curveproperty. - curve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the
curveproperty. - curve(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Creates the ISDA compliant curve.
- curve(Curve) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
Sets the Black volatility curve.
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Creates the curve from an array of parameter values.
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- Curve - Interface in com.opengamma.strata.market.curve
-
A curve that maps a
doublex-value to adoubley-value. - curveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the
curveCurrencyproperty. - curveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the
curveCurrencyproperty. - curveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the
curveCurrencyproperty. - CurveDefinition - Interface in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a curve.
- curveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
-
The meta-property for the
curveDefinitionsproperty. - CurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator
-
Interface for extrapolators which extrapolate beyond the ends of a curve.
- CurveExtrapolators - Class in com.opengamma.strata.market.curve.interpolator
-
The standard set of curve extrapolators.
- CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Computes the gamma-related values for the rates curve parameters.
- CurveGroup - Interface in com.opengamma.strata.market.curve
-
A group of curves.
- CurveGroupDefinition - Interface in com.opengamma.strata.market.curve
-
The definition of how to calibrate a group of curves.
- CurveGroupName - Class in com.opengamma.strata.market.curve
-
The name of a curve group.
- CurveId - Class in com.opengamma.strata.market.curve
-
An identifier used to access a curve by name.
- CurveInfoType<T> - Class in com.opengamma.strata.market.curve
-
The type that provides meaning to additional curve information.
- CurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator
-
Interface for interpolators that interpolate between points on a curve.
- CurveInterpolators - Class in com.opengamma.strata.market.curve.interpolator
-
The standard set of curve interpolators.
- CurveMarketDataFunction - Class in com.opengamma.strata.measure.curve
-
Market data function that locates a curve by name.
- CurveMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveMarketDataFunction
- curveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
-
The meta-property for the
curveMetadataproperty. - curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
-
Sets the metadata for the curve.
- CurveMetadata - Interface in com.opengamma.strata.market.curve
-
Metadata about a curve and curve parameters.
- curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the
curveNameproperty. - curveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
-
The meta-property for the
curveNameproperty. - curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the curve name.
- curveName(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
-
Sets the curve name.
- curveName(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the curve name.
- CurveName - Class in com.opengamma.strata.market.curve
-
The name of a curve.
- CurveNode - Interface in com.opengamma.strata.market.curve
-
A node in the configuration specifying how to calibrate a curve.
- CurveNodeClashAction - Enum in com.opengamma.strata.market.curve
-
The action to perform when the dates of two curve nodes clash.
- CurveNodeDate - Class in com.opengamma.strata.market.curve
-
The date of the curve node.
- CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
CurveNodeDate. - CurveNodeDateOrder - Class in com.opengamma.strata.market.curve
-
The date order rules to apply to a pair of curve nodes.
- CurveNodeDateOrder.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
CurveNodeDateOrder. - CurveNodeDateType - Enum in com.opengamma.strata.market.curve
-
The types of curve node date.
- curveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
curveNodesproperty. - CurveParallelShifts - Class in com.opengamma.strata.market.curve
-
Perturbation which applies a parallel shift to a curve.
- CurveParallelShifts.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
CurveParallelShifts. - CurveParameterSize - Class in com.opengamma.strata.market.curve
-
The curve name and number of parameters.
- CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
CurveParameterSize. - Curves - Class in com.opengamma.strata.market.curve
-
Helper for creating common types of curves.
- CurveSensitivities - Class in com.opengamma.strata.market.sensitivity
-
Sensitivity to a set of curves, used to pass risk into calculations.
- CurveSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for
CurveSensitivities. - CurveSensitivitiesBuilder - Class in com.opengamma.strata.market.sensitivity
-
Builder for
CurveSensitivities. - CurveSensitivitiesType - Class in com.opengamma.strata.market.sensitivity
-
The type of curve sensitivities.
- CurveSensitivityUtils - Class in com.opengamma.strata.pricer.sensitivity
-
Utilities to transform sensitivities.
- CurveSensitivityUtils() - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
- curveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
curveValuationDateproperty. - CZ - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'CZ' - Czech Republic.
- CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CZK' - Czeck Krona.
- CZK_PRIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CZK-PRIBOR.
- CZK_PRIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month PRIBOR index.
- CZK_PRIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month PRIBOR index.
- CZK_PRIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week PRIBOR index.
- CZK_PRIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month PRIBOR index.
- CZK_PRIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 week PRIBOR index.
- CZK_PRIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month PRIBOR index.
- CZK_PRIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month PRIBOR index.
- CZK_PRIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 9 month PRIBOR index.
- CZPR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.
D
- DAILY - com.opengamma.strata.product.etd.EtdExpiryType
-
The ETD expires on a specified day-of-month.
- DAILY_MARGIN - com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
The "DailyMargin" style, used where the option has daily margining.
- data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the
dataproperty. - data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the
dataproperty. - data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the calculation results.
- data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the cashflow data table.
- data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets market data of a specific type.
- data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets market data of a specific type.
- data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
dataSensitivityAlphaproperty. - dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
dataSensitivityAlphaproperty. - dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the
dataSensitivityAlphaproperty in the builder from an array of objects. - dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the
dataSensitivityAlphaproperty in the builder from an array of objects. - dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
- dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
- dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
dataSensitivityBetaproperty. - dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
dataSensitivityBetaproperty. - dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the
dataSensitivityBetaproperty in the builder from an array of objects. - dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the
dataSensitivityBetaproperty in the builder from an array of objects. - dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the sensitivity of the Beta parameters to the raw data used for calibration.
- dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the sensitivity of the Beta parameters to the raw data used for calibration.
- dataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
dataSensitivityNuproperty. - dataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
dataSensitivityNuproperty. - dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the
dataSensitivityNuproperty in the builder from an array of objects. - dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the
dataSensitivityNuproperty in the builder from an array of objects. - dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the sensitivity of the Nu parameters to the raw data used for calibration.
- dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the sensitivity of the Nu parameters to the raw data used for calibration.
- dataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
dataSensitivityRhoproperty. - dataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
dataSensitivityRhoproperty. - dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the
dataSensitivityRhoproperty in the builder from an array of objects. - dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the
dataSensitivityRhoproperty in the builder from an array of objects. - dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the sensitivity of the Rho parameters to the raw data used for calibration.
- dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the sensitivity of the Rho parameters to the raw data used for calibration.
- date() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
The meta-property for the
dateproperty. - date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
The meta-property for the
dateproperty. - date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
Sets the date that the payment is made.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the method by which the date of the node is calculated, defaulted to 'End'.
- date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
Sets the date that the payment is made.
- date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the date of the schedule period boundary at which the change occurs.
- date(LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts a date to a string.
- date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Calculates the date associated with the node.
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
- date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Calculates the date associated with the node.
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
- DATE - com.opengamma.strata.report.framework.format.FormatCategory
-
Date types.
- DateAdjuster - Interface in com.opengamma.strata.basics.date
-
Functional interface that can adjust a date.
- DateAdjusters - Class in com.opengamma.strata.basics.date
-
Date adjusters that perform useful operations on
LocalDate. - DatedParameterMetadata - Interface in com.opengamma.strata.market.param
-
Parameter metadata that specifies a date.
- dateMatching(YearMonth) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the date in the sequence that corresponds to the specified year-month.
- dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
dateOrderproperty. - dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the date order rules, used to ensure that the dates in the curve are in order.
- datePeriod(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts a date range to a period string.
- dateRange(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts a date range to a string.
- dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a stream over the dates of this time-series.
- DatesCdsTemplate - Class in com.opengamma.strata.product.credit.type
-
A template for creating credit default swap trades.
- DatesCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for
DatesCdsTemplate. - dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the
dateSequenceproperty. - dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the sequence of dates that the future is based on.
- DateSequence - Interface in com.opengamma.strata.basics.date
-
A series of dates identified by name.
- DateSequences - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard date sequences.
- DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day1' roll convention which adjusts the date to day-of-month 1.
- DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day10' roll convention which adjusts the date to day-of-month 10.
- DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day11' roll convention which adjusts the date to day-of-month 11.
- DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day12' roll convention which adjusts the date to day-of-month 12.
- DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day13' roll convention which adjusts the date to day-of-month 13
- DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day14' roll convention which adjusts the date to day-of-month 14.
- DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day15' roll convention which adjusts the date to day-of-month 15.
- DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day16' roll convention which adjusts the date to day-of-month 16.
- DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day17' roll convention which adjusts the date to day-of-month 17.
- DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day18' roll convention which adjusts the date to day-of-month 18.
- DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day19' roll convention which adjusts the date to day-of-month 19.
- DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day2' roll convention which adjusts the date to day-of-month 2.
- DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day20' roll convention which adjusts the date to day-of-month 20.
- DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day21' roll convention which adjusts the date to day-of-month 21.
- DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day22' roll convention which adjusts the date to day-of-month 22.
- DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day23' roll convention which adjusts the date to day-of-month 23.
- DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day24' roll convention which adjusts the date to day-of-month 24.
- DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day25' roll convention which adjusts the date to day-of-month 25.
- DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day26' roll convention which adjusts the date to day-of-month 26.
- DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day27' roll convention which adjusts the date to day-of-month 27.
- DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day28' roll convention which adjusts the date to day-of-month 28.
- DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day29' roll convention which adjusts the date to day-of-month 29.
- DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day3' roll convention which adjusts the date to day-of-month 3.
- DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day30' roll convention which adjusts the date to day-of-month 30.
- DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day4' roll convention which adjusts the date to day-of-month 4.
- DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day5' roll convention which adjusts the date to day-of-month 5.
- DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day6' roll convention which adjusts the date to day-of-month 6.
- DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day7' roll convention which adjusts the date to day-of-month 7.
- DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day8' roll convention which adjusts the date to day-of-month 8.
- DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'Day9' roll convention which adjusts the date to day-of-month 9.
- DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the
DayCount. - DAY_COUNT - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType
-
Key used to access information about the
DayCount. - DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DayFri' roll convention which adjusts the date to be Friday.
- DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DayMon' roll convention which adjusts the date to be Monday.
- DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DaySat' roll convention which adjusts the date to be Saturday.
- DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DaySun' roll convention which adjusts the date to be Sunday.
- DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DayThu' roll convention which adjusts the date to be Thursday.
- DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DayTue' roll convention which adjusts the date to be Tuesday.
- DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'DayWed' roll convention which adjusts the date to be Wednesday.
- dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.Bill.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
dayCountproperty. - dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the day count.
- dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the day count, optional.
- dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the day count, optional.
- dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the day count.
- dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the dayCount.
- dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the day count convention used for the expiry.
- dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the day count to measure the time in the expiry dimension.
- dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the day count to measure the time in the expiry dimension.
- dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the day count to measure the time in the expiry dimension.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.Bill.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the day count of the period.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the day count convention applicable, defaulted to the day count of the index.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the day count convention applicable, optional with defaulting getter.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the day count convention applicable, defaulted to the day count of the index.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the day count convention applicable, optional with defaulting getter.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the day count convention.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the day count convention applicable.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the day count convention applicable, optional with defaulting getter.
- dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the day count convention applicable, optional with defaulting getter.
- DayCount - Interface in com.opengamma.strata.basics.date
-
A convention defining how to calculate fractions of a year.
- DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date
-
Information about the schedule necessary to calculate the day count.
- dayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
-
The meta-property for the
dayCountDaysproperty. - dayCountDays(Integer) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
-
Sets the number of days in the calculation period.
- DayCounts - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard day count conventions.
- days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the
daysproperty. - days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the number of days to be added.
- days(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
-
Calculates the number of days between the specified dates using the rules of this day count.
- DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The actual number of days between the start and end dates.
- DaysAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a period of days.
- DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for
DaysAdjustment. - DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for
DaysAdjustment. - daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Calculates the number of business days between two dates.
- DE - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'DE' - Germany.
- DE_BONDS - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
German bonds.
- Decomposition<R extends DecompositionResult> - Interface in com.opengamma.strata.math.linearalgebra
-
Base interface for matrix decompositions, such as SVD and LU.
- DecompositionResult - Interface in com.opengamma.strata.math.linearalgebra
-
Contains the results of matrix decomposition.
- DEFAULT - com.opengamma.strata.product.swap.FixedAccrualMethod
-
The default method.
- DEFAULT - Static variable in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
The default instance, that throws an exception if the node is on the same date or before another node.
- DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillMeasureCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
The default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
The default instance.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator
-
The default instance.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
The default instance of the class.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
-
The default instance.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Default implementation.
- DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
-
Default instance.
- DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig
-
The default absolute tolerance for the root finder.
- DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig
-
The default maximum number of steps for the root finder.
- DEFAULT_OPTION_VERSION_NUMBER - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Default version used as an option might not specify a version number.
- DEFAULT_POSITION_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils
-
Default scheme for positions.
- DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig
-
The default relative tolerance for the root finder.
- DEFAULT_SECURITY_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils
-
Default scheme for securities.
- DEFAULT_TRADE_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils
-
Default scheme for trades.
- defaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the default calendar for a currency.
- defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
The meta-property for the
defaultConfigsproperty. - DefaultCurveMetadata - Class in com.opengamma.strata.market.curve
-
Default metadata for a curve.
- DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
DefaultCurveMetadata. - DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve
-
Builder for curve metadata.
- defaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
-
The meta-property for the
defaultedproperty. - defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
defaultFixedLegDayCountproperty. - defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
defaultFixedLegDayCountproperty. - defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the default day count convention for the associated fixed leg.
- defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the default day count convention for the associated fixed leg.
- defaultIborIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the default Ibor index for a currency.
- defaultingReferenceData(ReferenceData) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
-
Decorates a
ReferenceDatainstance such that all requests for aHolidayCalendarIdwill return a value. - defaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
-
The meta-property for the
defaultLocalTimeproperty. - defaultOvernightIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the default Overnight index for a currency.
- DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface
-
Default metadata for a surface.
- DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for
DefaultSurfaceMetadata. - DefaultSurfaceMetadataBuilder - Class in com.opengamma.strata.market.surface
-
Builder for surface metadata.
- deformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
The meta-property for the
deformationFunctionproperty. - deformationFunction(Function<DoublesPair, ValueDerivatives>) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
Sets the deformation function.
- DeformedSurface - Class in com.opengamma.strata.market.surface
-
The deformed surface.
- DeformedSurface.Builder - Class in com.opengamma.strata.market.surface
-
The bean-builder for
DeformedSurface. - DeformedSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for
DeformedSurface. - DEFR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.
- deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
deliveryBasketproperty. - deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
deliveryBasketproperty. - deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the
deliveryBasketproperty in the builder from an array of objects. - deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the
deliveryBasketproperty in the builder from an array of objects. - deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the basket of deliverable bonds.
- deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the basket of deliverable bonds.
- deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
deliveryBasketIdsproperty. - deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the
deliveryBasketIdsproperty in the builder from an array of objects. - deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the basket of deliverable bonds.
- deliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
The meta-property for the
deliveryDateproperty. - deliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
The meta-property for the
deliveryDateproperty. - deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
Sets the delivery date.
- deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
Sets the delivery date.
- delta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
The meta-property for the
deltaproperty. - delta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the delta of the FX barrier option product.
- delta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the delta of the foreign exchange vanilla option product.
- DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a strike based on absolute delta.
- DELTA_AMOUNT - com.opengamma.strata.basics.value.ValueAdjustmentType
-
Calculates the result by treating the modifying value as a delta, adding it to the base value.
- DELTA_MULTIPLIER - com.opengamma.strata.basics.value.ValueAdjustmentType
-
Calculates the result by treating the modifying value as a multiplication factor, adding it to the base value.
- deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the delta of the bond future option product.
- deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the delta of the bond future option product based on the price of the underlying future.
- deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the delta of the Ibor future option product.
- deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the delta of the Ibor future option product based on the price of the underlying future.
- DeltaStrike - Class in com.opengamma.strata.market.option
-
A strike based on absolute delta.
- DeltaStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for
DeltaStrike. - DepositIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve
-
An ISDA compliant curve node whose instrument is a term deposit.
- DepositIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
DepositIsdaCreditCurveNode. - DepositIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
DepositIsdaCreditCurveNode. - depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
The meta-property for the
depositPeriodproperty. - depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
The meta-property for the
depositPeriodproperty. - depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
Sets the period between the start date and the end date.
- depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
Sets the period between the start date and the end date.
- derivative(ResolvedTrade, RatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Calculates the sensitivity with respect to the rates provider.
- DERIVATIVE - com.opengamma.strata.product.etd.EtdSettlementType
-
Derivative.
- derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the
derivativeFunctionproperty. - derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
derivativeFunctionproperty. - derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the derivative function.
- derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the derivative function.
- DerivedCalculationFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner
-
A derived calculation function calculates one measure using the measures calculated by another function.
- description() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
descriptionproperty. - description(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the description of the contract specification.
- description(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
-
Sets the description of the item.
- DESCRIPTION - Static variable in class com.opengamma.strata.product.AttributeType
-
Key used to access the description.
- DESERIALIZER - Static variable in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
The deserializer, for compatibility.
- DESERIALIZER - Static variable in class com.opengamma.strata.product.fx.FxSingle
-
The deserializer, for compatibility.
- detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
detachmentDateproperty. - detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
detachmentDateproperty. - detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the detachment date.
- detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the detachment date.
- diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns the diagonal part of the sensitivity values.
- diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns the diagonal part of the sensitivity as
CurrencyParameterSensitivity. - diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains a diagonal matrix from the specified array.
- dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the number of dimensions of this array.
- dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the number of dimensions of this matrix.
- dimensions() - Method in class com.opengamma.strata.collect.array.IntArray
-
Gets the number of dimensions of this array.
- dimensions() - Method in class com.opengamma.strata.collect.array.LongArray
-
Gets the number of dimensions of this array.
- dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix
-
Gets the number of dimensions of the matrix.
- DirectIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities.
- DirectIborCapletFloorletVolatilityDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- DirectIborCapletFloorletVolatilityDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for
DirectIborCapletFloorletVolatilityDefinition. - DirectIborCapletFloorletVolatilityDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
DirectIborCapletFloorletVolatilityDefinition. - DIRTY - com.opengamma.strata.pricer.common.PriceType
-
Dirty price.
- dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.
- dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the dirty price of the bond security.
- dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the dirty price of the bond security with z-spread.
- dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the dirty price sensitivity of the bond security.
- dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the dirty price sensitivity of the bond security with z-spread.
- dirtyPriceFromCleanPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.
- dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price of the fixed coupon bond.
- dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price of the fixed coupon bond under the specified settlement date.
- dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.
- dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price of the fixed coupon bond with z-spread.
- dirtyPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the dirty price from the conventional real yield.
- dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the dirty price from the standard yield.
- dirtyPriceFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price of the fixed coupon bond from yield.
- dirtyPriceSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price sensitivity of the fixed coupon bond product.
- dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
- dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the dirty real price of the bond from its settlement date and clean real price.
- DISCOUNT - com.opengamma.strata.product.bond.BillYieldConvention
-
Discount.
- DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The discount factor, typically derived from a curve.
- DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a discount factor - 'DiscountFactor'.
- DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Discount factor linear right extrapolator for zeor rates.
- DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Discount factor quadratic left extrapolator for zero rates.
- discountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
-
The meta-property for the
discountCurrenciesproperty. - discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
-
Sets the
discountCurrenciesproperty in the builder from an array of objects. - discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
-
Sets the currencies for which the curve provides discount rates.
- discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds a discount curve to the provider.
- discountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
-
The meta-property for the
discountCurvesproperty. - discountCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
The meta-property for the
discountCurvesproperty. - discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the
discountCurvesproperty. - discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds discount curves to the provider.
- discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
-
Sets the discount curves in the group, keyed by currency.
- discountCurves(Map<Currency, CreditDiscountFactors>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
Sets the discounting curves.
- discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the
discountFactorproperty. - discountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
The meta-property for the
discountFactorproperty. - discountFactor(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Gets the discount factor for specified year fraction.
- discountFactor(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- discountFactor(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the discount factor for specified year fraction.
- discountFactor(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the discount factor applicable for a currency.
- discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the discount factor.
- discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the discount factor.
- discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Gets the discount factor for the specified date.
- discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the discount factor for the specified date.
- discountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
-
The meta-property for the
discountFactorsproperty. - discountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
-
The meta-property for the
discountFactorsproperty. - discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
The meta-property for the
discountFactorsproperty. - discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
The meta-property for the
discountFactorsproperty. - discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the discount factors for a currency.
- discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Gets the discount factors for a currency.
- discountFactors(Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing discount factors.
- discountFactors(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing discount factors.
- discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing discount factors.
- DiscountFactors - Interface in com.opengamma.strata.pricer
-
Provides access to discount factors for a single currency.
- discountFactorTimeDerivative(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Returns the discount factor derivative with respect to the year fraction or time.
- discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- discountFactorWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the discount factor for the specified year fraction with z-spread.
- discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the discount factor for the specified date with z-spread.
- DiscountFxForwardRates - Class in com.opengamma.strata.pricer.fx
-
Provides access to discount factors for currencies.
- DiscountFxForwardRates.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for
DiscountFxForwardRates. - DiscountIborIndexRates - Class in com.opengamma.strata.pricer.rate
-
An Ibor index curve providing rates from discount factors.
- DiscountIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
DiscountIborIndexRates. - discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
discountingproperty. - discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
discountingproperty. - discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
discountingproperty. - discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
- discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the method to use for discounting.
- discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the method to use for discounting, optional with defaulting getter.
- DiscountingBillProductPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for bill products.
- DiscountingBillProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
- DiscountingBillTradePricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for bill trades.
- DiscountingBillTradePricer(DiscountingBillProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Creates an instance.
- DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for for bond future products.
- DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Creates an instance.
- DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond
-
Pricer implementation for bond future trades.
- DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Creates an instance.
- DiscountingBulletPaymentTradePricer - Class in com.opengamma.strata.pricer.payment
-
Pricer for for bullet payment trades.
- DiscountingBulletPaymentTradePricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Creates an instance.
- DiscountingCapitalIndexedBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer implementation for bond payment periods based on a capital indexed coupon.
- DiscountingCapitalIndexedBondPaymentPeriodPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Creates an instance.
- DiscountingCapitalIndexedBondProductPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for capital indexed bond products.
- DiscountingCapitalIndexedBondProductPricer(DiscountingCapitalIndexedBondPaymentPeriodPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Creates an instance.
- DiscountingCapitalIndexedBondTradePricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for for capital index bond trades.
- DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Creates an instance.
- DiscountingCmsLegPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS legs by simple forward estimation.
- DiscountingCmsLegPricer(DiscountingCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Creates an instance.
- DiscountingCmsProductPricer - Class in com.opengamma.strata.pricer.cms
-
Computes the price of a CMS product by simple forward estimation.
- DiscountingCmsProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Creates an instance.
- DiscountingCmsTradePricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS trade by simple forward estimation.
- DiscountingCmsTradePricer(DiscountingSwapProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Creates an instance.
- DiscountingDsfProductPricer - Class in com.opengamma.strata.pricer.dsf
-
Pricer for for Deliverable Swap Futures (DSFs).
- DiscountingDsfProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
-
Creates an instance.
- DiscountingDsfTradePricer - Class in com.opengamma.strata.pricer.dsf
-
Pricer implementation for Deliverable Swap Futures (DSFs).
- DiscountingDsfTradePricer(DiscountingDsfProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Creates an instance.
- DiscountingFixedCouponBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer implementation for bond payment periods based on a fixed coupon.
- DiscountingFixedCouponBondPaymentPeriodPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Creates an instance.
- DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for fixed coupon bond products.
- DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Creates an instance.
- DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond
-
Pricer for fixed coupon bond trades.
- DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Creates an instance.
- DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra
-
Pricer for for forward rate agreement (FRA) products.
- DiscountingFraProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Creates an instance.
- DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra
-
Pricer for for forward rate agreement (FRA) trades.
- DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Creates an instance.
- DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx
-
Pricer for FX non-deliverable forward (NDF) products.
- DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Creates an instance.
- DiscountingFxNdfTradePricer - Class in com.opengamma.strata.pricer.fx
-
Pricer for FX non-deliverable forward (NDF) trades.
- DiscountingFxNdfTradePricer(DiscountingFxNdfProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Creates an instance.
- DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx
-
Pricer for foreign exchange transaction products.
- DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Creates an instance.
- DiscountingFxSingleTradePricer - Class in com.opengamma.strata.pricer.fx
-
Pricer for foreign exchange transaction trades.
- DiscountingFxSingleTradePricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Creates an instance.
- DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx
-
Pricer for foreign exchange swap transaction products.
- DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Creates an instance.
- DiscountingFxSwapTradePricer - Class in com.opengamma.strata.pricer.fx
-
Pricer for foreign exchange swap transaction trades.
- DiscountingFxSwapTradePricer(DiscountingFxSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Creates an instance.
- DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
-
The methods associated to the pricing of Ibor fixing deposit by discounting.
- DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Creates an instance.
- DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit
-
The methods associated to the pricing of Ibor fixing deposit trades by discounting.
- DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Creates an instance.
- DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
-
Pricer for for Ibor future products.
- DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Creates an instance.
- DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
-
Pricer implementation for Ibor future trades.
- DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Creates an instance.
- DiscountingOvernightFutureProductPricer - Class in com.opengamma.strata.pricer.index
-
Pricer for for Overnight rate future products.
- DiscountingOvernightFutureProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
-
Creates an instance.
- DiscountingOvernightFutureTradePricer - Class in com.opengamma.strata.pricer.index
-
Pricer implementation for Overnight rate future trades.
- DiscountingOvernightFutureTradePricer(DiscountingOvernightFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Creates an instance.
- DiscountingPaymentPricer - Class in com.opengamma.strata.pricer
-
Pricer for simple payments.
- DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Creates an instance.
- discountingProvider() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the discounting provider.
- discountingProvider(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains a discounting provider based on the specified market data.
- DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap
-
Pricer for for rate swap legs.
- DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod>, SwapPaymentEventPricer<SwapPaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Creates an instance.
- DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap
-
Pricer for for rate swap products.
- DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Creates an instance.
- DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap
-
Pricer for for rate swap trades.
- DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Creates an instance.
- DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
-
The methods associated to the pricing of term deposit by discounting.
- DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Creates an instance.
- DiscountingTermDepositTradePricer - Class in com.opengamma.strata.pricer.deposit
-
The methods associated to the pricing of term deposit by discounting.
- DiscountingTermDepositTradePricer(DiscountingTermDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Creates an instance.
- DiscountOvernightIndexRates - Class in com.opengamma.strata.pricer.rate
-
An Overnight index curve providing rates from discount factors.
- DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
DiscountOvernightIndexRates. - distinct() - Method in class com.opengamma.strata.collect.MapStream
- dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with each value divided by the specified divisor.
- dividedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with each value divided by the specified divisor.
- dividedBy(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with each value divided by the specified divisor.
- dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
- dividedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
- dividedBy(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
- DK - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'DK' - Denmark.
- DKCO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.
- DKK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'DKK' - Danish Krone.
- DKK_CIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for DKK-CIBOR.
- DKK_CIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month CIBOR index.
- DKK_CIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month CIBOR index.
- DKK_CIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week CIBOR index.
- DKK_CIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month CIBOR index.
- DKK_CIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 week CIBOR index.
- DKK_CIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month CIBOR index.
- DKK_CIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month CIBOR index.
- DKK_CIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 9 month CIBOR index.
- DKK_TNR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for DKK-TNR Overnight index.
- DKK_TNR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The TN index for DKK.
- doFirstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Method for subclasses to calculate the first derivative.
- doInterpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Method for subclasses to calculate the interpolated value.
- doInterpolateFromExtrapolator(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Method for
InterpolatorCurveExtrapolatorto calculate the interpolated value. - doParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Method for subclasses to calculate parameter sensitivity.
- DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for
double. - DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for
double[]. - DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Double quadratic interpolator.
- DoubleArray - Class in com.opengamma.strata.collect.array
-
An immutable array of
doublevalues. - DoubleArrayMath - Class in com.opengamma.strata.collect
-
Contains utility methods for maths on double arrays.
- DoubleMatrix - Class in com.opengamma.strata.collect.array
-
An immutable two-dimensional array of
doublevalues. - DoubleMatrix.Meta - Class in com.opengamma.strata.collect.array
-
The meta-bean for
DoubleMatrix. - DoubleScenarioArray - Class in com.opengamma.strata.data.scenario
-
A scenario array holding one
doublevalue for each scenario. - DoubleScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for
DoubleScenarioArray. - DoublesPair - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of two
doubleelements. - DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
DoublesPair. - DoublesScheduleGenerator - Class in com.opengamma.strata.pricer.credit
-
The Doubles schedule generator.
- DoublesScheduleGenerator() - Constructor for class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
- DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function
-
A function of three arguments that returns a value.
- DOWN - com.opengamma.strata.product.option.BarrierType
-
Down
- DROP_OTHER - com.opengamma.strata.market.curve.CurveNodeClashAction
-
When a clash occurs, the other node is dropped.
- DROP_THIS - com.opengamma.strata.market.curve.CurveNodeClashAction
-
When a clash occurs, this node is dropped.
- Dsf - Class in com.opengamma.strata.product.dsf
-
A deliverable swap futures contract.
- DSF - Static variable in class com.opengamma.strata.product.ProductType
-
A
Dsf. - Dsf.Builder - Class in com.opengamma.strata.product.dsf
-
The bean-builder for
Dsf. - Dsf.Meta - Class in com.opengamma.strata.product.dsf
-
The meta-bean for
Dsf. - DsfPosition - Class in com.opengamma.strata.product.dsf
-
A position in a DSF.
- DsfPosition.Builder - Class in com.opengamma.strata.product.dsf
-
The bean-builder for
DsfPosition. - DsfPosition.Meta - Class in com.opengamma.strata.product.dsf
-
The meta-bean for
DsfPosition. - DsfSecurity - Class in com.opengamma.strata.product.dsf
-
A security representing a deliverable swap futures security.
- DsfSecurity.Builder - Class in com.opengamma.strata.product.dsf
-
The bean-builder for
DsfSecurity. - DsfSecurity.Meta - Class in com.opengamma.strata.product.dsf
-
The meta-bean for
DsfSecurity. - DsfTrade - Class in com.opengamma.strata.product.dsf
-
A trade representing a futures contract based on an interest rate swap.
- DsfTrade.Builder - Class in com.opengamma.strata.product.dsf
-
The bean-builder for
DsfTrade. - DsfTrade.Meta - Class in com.opengamma.strata.product.dsf
-
The meta-bean for
DsfTrade. - DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>> - Class in com.opengamma.strata.measure.dsf
-
Perform calculations on a single
DsfTradeorDsfPositionfor each of a set of scenarios. - DsfTradeCalculations - Class in com.opengamma.strata.measure.dsf
-
Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.
- DsfTradeCalculations(DiscountingDsfTradePricer) - Constructor for class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Creates an instance.
- duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.
E
- ECAG - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Eurex Clearing AG.
- ECC - Static variable in class com.opengamma.strata.product.common.CcpIds
-
European Commodity Clearing.
- effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the
effectiveDateproperty. - effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the
effectiveDateproperty. - effectiveDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the effective date of the investment implied by the fixing date.
- effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
effectiveDateOffsetproperty. - effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
effectiveDateOffsetproperty. - effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the number of days to add to the fixing date to obtain the effective date.
- effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the fixing date to obtain the effective date.
- effectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
effectiveEndDateproperty. - effectiveEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the effective protection end date of the period.
- effectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
effectiveStartDateproperty. - effectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the effective protection start date of the period.
- EG - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'EG' - Egypt.
- EGP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'EGP' - Egyptian Pound.
- elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the elements from this pair as a list.
- elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the elements from this pair as a list.
- elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the elements from this pair as a list.
- elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the elements from this pair as a list.
- elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the elements from this pair as a list.
- elements() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the elements from this pair as a list.
- elements() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the elements from this triple as a list.
- elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple
-
Gets the elements from this tuple as a list.
- empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an empty FX matrix.
- empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an empty
MultiCurrencyAmount. - empty() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance containing no reference data.
- empty() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance containing no reference data.
- empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns an empty set of market data configuration.
- empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance specifying that no market data is required.
- empty() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns an empty scenario definition.
- empty() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
-
Returns a time-series provider that returns an empty time-series for any ID.
- empty() - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an empty instance with no functions.
- empty() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Obtains an empty instance with no parameters.
- empty() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Returns an empty set of requirements.
- empty() - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an empty property set.
- empty() - Static method in class com.opengamma.strata.collect.MapStream
-
Returns an empty map stream.
- empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns an empty time-series.
- empty() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Obtains a market data instance that contains no data and has no scenarios.
- empty() - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing no market data.
- empty() - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains a market data instance that contains no data and has no scenarios.
- empty() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
An empty sensitivity instance.
- empty() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
An empty sensitivity instance.
- empty() - Static method in interface com.opengamma.strata.market.param.ParameterMetadata
-
Gets an empty metadata instance.
- empty() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
An empty sensitivity instance.
- empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Obtains an empty instance.
- empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
An empty sensitivity instance.
- empty() - Static method in interface com.opengamma.strata.product.Attributes
-
Obtains an empty instance.
- empty() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo
-
Obtains an empty info instance.
- empty() - Static method in class com.opengamma.strata.product.PositionInfo
-
Obtains an empty instance, with no identifier or attributes.
- empty() - Static method in class com.opengamma.strata.product.TradeInfo
-
Obtains an empty instance, with no values or attributes.
- empty(LocalDate) - Static method in interface com.opengamma.strata.data.MarketData
-
Obtains an instance containing no market data.
- EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray
-
An empty array.
- EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix
-
An empty array.
- EMPTY - Static variable in class com.opengamma.strata.collect.array.IntArray
-
An empty array.
- EMPTY - Static variable in class com.opengamma.strata.collect.array.LongArray
-
An empty array.
- EMPTY - Static variable in class com.opengamma.strata.collect.io.ArrayByteSource
-
An empty source.
- EMPTY - Static variable in class com.opengamma.strata.collect.result.FailureItems
-
An empty failure list.
- EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
-
An empty
doublearray. - EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
-
An empty
Doublearray. - encodeScheme(String) - Static method in class com.opengamma.strata.basics.StandardId
-
Encode a string suitable for use as the scheme.
- END - com.opengamma.strata.market.curve.CurveNodeDateType
-
Defines the end date of the trade.
- END - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate
-
An instance defining the curve node date as the end date of the trade.
- END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The accrual end date, adjusted to be a valid business day if necessary.
- endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
The meta-property for the
endDateproperty. - endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
The meta-property for the
endDateproperty. - endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the end date, which is the end of the last schedule period.
- endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the end date of this period, used for financial calculations such as interest accrual.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the end date of the accrual period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the end date of the deposit.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the end date of the deposit.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the end date of the deposit.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the end date of the deposit.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the end date, which is the termination date of the FRA.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the end date, which is the termination date of the FRA.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the last date of the rate calculation period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the last date of the rate calculation period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
-
Sets the end date of the accrual period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the fixing date associated with the end date of the accrual period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
-
Sets the fixing date associated with the end date of the accrual period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the fixing date associated with the end date of the accrual period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the end date of the payment period.
- endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the end date of the accrual period.
- endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
endDateBusinessDayAdjustmentproperty. - endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
endDateBusinessDayAdjustmentproperty. - endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
endDateBusinessDayAdjustmentproperty. - endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
endDateBusinessDayAdjustmentproperty. - endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
endDateBusinessDayAdjustmentproperty. - endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional business day adjustment to apply to the end date.
- endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
- endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
- endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
- endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
- endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
The meta-property for the
endObservationproperty. - endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
The meta-property for the
endObservationproperty. - endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the
endObservationproperty. - endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
The meta-property for the
endObservationproperty. - endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
The meta-property for the
endSecondObservationproperty. - endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the
endSecondObservationproperty. - ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate
-
Reducer used in a stream to ensure there is no more than one matching element.
- entries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
-
The meta-property for the
entriesproperty. - entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a
Collectorthat allows aMap.Entryof currency pair to rate to be streamed and collected into a newFxMatrix. - entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map from a stream containing map entries.
- entriesToImmutableMap(BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map from a stream containing map entries which could have duplicate keys.
- entry(K, V) - Static method in class com.opengamma.strata.collect.Guavate
-
Creates a single
Map.Entry. - ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The index of this entry within the parent.
- ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The type of this entry.
- EnumNames<T extends java.lang.Enum<T> & NamedEnum> - Class in com.opengamma.strata.collect.named
-
Helper that allows enum names to be created and parsed.
- EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'EOM' roll convention which adjusts the date to the end of the month.
- equals(Object) - Method in class com.opengamma.strata.basics.CalculationTargetList
- equals(Object) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
- equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency
-
Checks if this currency equals another currency.
- equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Checks if this currency amount equals another.
- equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
- equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair equals another.
- equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
- equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
- equals(Object) - Method in class com.opengamma.strata.basics.currency.Money
-
Checks if this money equals another.
- equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
- equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
- equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment
- equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
- equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
- equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
- equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
- equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if this tenor equals another tenor.
- equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
- equals(Object) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
- equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Compares this observation to another based on the index and fixing date.
- equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
- equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
- equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
- equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Compares this observation to another based on the index and fixing date.
- equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Compares this observation to another based on the index and fixing date.
- equals(Object) - Method in class com.opengamma.strata.basics.location.Country
-
Checks if this country equals another country.
- equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if this periodic frequency equals another periodic frequency.
- equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
- equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
- equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
- equals(Object) - Method in class com.opengamma.strata.basics.StandardId
-
Checks if this identifier equals another, comparing the scheme and value.
- equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
- equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
- equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
- equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
- equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStepSequence
- equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules
- equals(Object) - Method in class com.opengamma.strata.calc.Column
- equals(Object) - Method in class com.opengamma.strata.calc.ColumnHeader
- equals(Object) - Method in class com.opengamma.strata.calc.ImmutableMeasure
- equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
- equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
- equals(Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
- equals(Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
- equals(Object) - Method in class com.opengamma.strata.calc.ReportingCurrency
- equals(Object) - Method in class com.opengamma.strata.calc.Results
- equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
- equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult
- equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResults
- equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTask
- equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
- equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTasks
- equals(Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
- equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray
- equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
- equals(Object) - Method in class com.opengamma.strata.collect.array.IntArray
- equals(Object) - Method in class com.opengamma.strata.collect.array.LongArray
- equals(Object) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile
-
Checks if this CSV file equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Checks if this CSV file equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile
-
Checks if this INI file equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Checks if this file equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Checks if this locator equals another locator.
- equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Checks if this element equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile
-
Checks if this file equals another.
- equals(Object) - Method in class com.opengamma.strata.collect.result.Failure
- equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem
- equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItems
- equals(Object) - Method in class com.opengamma.strata.collect.result.Result
- equals(Object) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
- equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Checks if this point is equal to another point.
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair
- equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple
- equals(Object) - Method in class com.opengamma.strata.collect.TypedString
-
Checks if this type equals another.
- equals(Object) - Method in class com.opengamma.strata.data.FxMatrixId
- equals(Object) - Method in class com.opengamma.strata.data.FxRateId
- equals(Object) - Method in class com.opengamma.strata.data.ImmutableMarketData
- equals(Object) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
- equals(Object) - Method in class com.opengamma.strata.data.MarketDataName
-
Checks if this instance equals another.
- equals(Object) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- equals(Object) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- equals(Object) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
- equals(Object) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- equals(Object) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
- equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow
- equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows
- equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts
- equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
- equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.CurveId
- equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDate
- equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
- equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
- equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- equals(Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
- equals(Object) - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
- equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
- equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
- equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
- equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
- equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
- equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
- equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
- equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
- equals(Object) - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
- equals(Object) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
- equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
- equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap
- equals(Object) - Method in class com.opengamma.strata.market.FxRateShifts
- equals(Object) - Method in class com.opengamma.strata.market.GenericDoubleShifts
- equals(Object) - Method in class com.opengamma.strata.market.observable.IndexQuoteId
- equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
- equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
- equals(Object) - Method in class com.opengamma.strata.market.observable.Quote
- equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteId
- equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike
- equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
- equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike
- equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike
- equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
- equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
- equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
- equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
- equals(Object) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.param.ParameterSize
- equals(Object) - Method in class com.opengamma.strata.market.param.PointShifts
- equals(Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
- equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
- equals(Object) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
- equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
- equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- equals(Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- equals(Object) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
- equals(Object) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
- equals(Object) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
- equals(Object) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
- equals(Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
- equals(Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig
- equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
- equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
- equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
- equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
- equals(Object) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
- equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
- equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- equals(Object) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- equals(Object) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- equals(Object) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
- equals(Object) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
- equals(Object) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- equals(Object) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
- equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
- equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
- equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
- equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrParameters
- equals(Object) - Method in class com.opengamma.strata.pricer.option.RawOptionData
- equals(Object) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- equals(Object) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
- equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
- equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- equals(Object) - Method in class com.opengamma.strata.product.bond.Bill
- equals(Object) - Method in class com.opengamma.strata.product.bond.BillPosition
- equals(Object) - Method in class com.opengamma.strata.product.bond.BillSecurity
- equals(Object) - Method in class com.opengamma.strata.product.bond.BillTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
- equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
- equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
- equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
- equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
- equals(Object) - Method in class com.opengamma.strata.product.cms.Cms
- equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg
- equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod
- equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade
- equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms
- equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
- equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
- equals(Object) - Method in class com.opengamma.strata.product.common.CcpId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.product.common.ExchangeId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.product.credit.Cds
- equals(Object) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndex
- equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- equals(Object) - Method in class com.opengamma.strata.product.credit.CdsQuote
- equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade
- equals(Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds
- equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
- equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
- equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
- equals(Object) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
- equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
- equals(Object) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
- equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
- equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
- equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
- equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
- equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
- equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit
- equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
- equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
- equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
- equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
- equals(Object) - Method in class com.opengamma.strata.product.dsf.Dsf
- equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition
- equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade
- equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
- equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.etd.EtdVariant
- equals(Object) - Method in class com.opengamma.strata.product.fra.Fra
- equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade
- equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra
- equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
- equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
- equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
- equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf
- equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle
- equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap
- equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
- equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
- equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
- equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
- equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
- equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
- equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
- equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity
- equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition
- equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuture
- equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
- equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
- equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
- equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
- equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- equals(Object) - Method in class com.opengamma.strata.product.LegalEntityId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
- equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment
- equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
- equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
- equals(Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary
- equals(Object) - Method in class com.opengamma.strata.product.PositionInfo
- equals(Object) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
- equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
- equals(Object) - Method in class com.opengamma.strata.product.SecurityId
-
Checks if this identifier equals another identifier.
- equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo
- equals(Object) - Method in class com.opengamma.strata.product.SecurityPosition
- equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo
- equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade
- equals(Object) - Method in class com.opengamma.strata.product.SimpleLegalEntity
- equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional
- equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset
- equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
- equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
- equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange
- equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
- equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
- equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
- equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule
- equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
- equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
- equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
- equals(Object) - Method in class com.opengamma.strata.product.swap.Swap
- equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
- equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
- equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
- equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
- equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption
- equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- equals(Object) - Method in class com.opengamma.strata.product.TradedPrice
- equals(Object) - Method in class com.opengamma.strata.product.TradeInfo
- equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
- equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults
- equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements
- equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport
- equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
- equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
- equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array equals another within the specified tolerance.
- equalWithTolerance(CrossGammaParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Checks if this sensitivity equals another within the specified tolerance.
- equalWithTolerance(CurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Checks if this sensitivity equals another within the specified tolerance.
- equalWithTolerance(UnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Checks if this sensitivity equals another within the specified tolerance.
- equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Checks if this sensitivity equals another within the specified tolerance.
- equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array equals zero within the specified tolerance.
- ERROR - com.opengamma.strata.collect.result.FailureReason
-
An error occurred.
- ES - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'ES' - Spain.
- ETD_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
- ETD_OPTION - Static variable in class com.opengamma.strata.product.ProductType
- ETD_SCHEME - Static variable in class com.opengamma.strata.product.etd.EtdIdUtils
-
Scheme used for ETDs.
- EtdContractCode - Class in com.opengamma.strata.product.etd
-
The contract code for an Exchange Traded Derivative (ETD).
- EtdContractGroupCode - Class in com.opengamma.strata.product.etd
-
The code for a group of ETD contracts, as defined an exchange.
- EtdContractGroupId - Class in com.opengamma.strata.product.etd
-
An identifier for a group of ETD contracts.
- EtdContractSpec - Class in com.opengamma.strata.product.etd
-
The contract specification defining an Exchange Traded Derivative (ETD) product.
- EtdContractSpec.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdContractSpec. - EtdContractSpecBuilder - Class in com.opengamma.strata.product.etd
-
A builder for building instances of
EtdContractSpec. - EtdContractSpecId - Class in com.opengamma.strata.product.etd
-
An identifier for an ETD product.
- EtdExpiryType - Enum in com.opengamma.strata.product.etd
-
The expiry type of an Exchange Traded Derivative (ETD) product.
- EtdFuturePosition - Class in com.opengamma.strata.product.etd
-
A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
- EtdFuturePosition.Builder - Class in com.opengamma.strata.product.etd
-
The bean-builder for
EtdFuturePosition. - EtdFuturePosition.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdFuturePosition. - EtdFutureSecurity - Class in com.opengamma.strata.product.etd
-
An instrument representing an exchange traded derivative (ETD) future.
- EtdFutureSecurity.Builder - Class in com.opengamma.strata.product.etd
-
The bean-builder for
EtdFutureSecurity. - EtdFutureSecurity.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdFutureSecurity. - EtdFutureTrade - Class in com.opengamma.strata.product.etd
-
A trade representing an ETD future.
- EtdFutureTrade.Builder - Class in com.opengamma.strata.product.etd
-
The bean-builder for
EtdFutureTrade. - EtdFutureTrade.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdFutureTrade. - EtdIdUtils - Class in com.opengamma.strata.product.etd
-
A utility for generating ETD identifiers.
- EtdOptionPosition - Class in com.opengamma.strata.product.etd
-
A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
- EtdOptionPosition.Builder - Class in com.opengamma.strata.product.etd
-
The bean-builder for
EtdOptionPosition. - EtdOptionPosition.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdOptionPosition. - EtdOptionSecurity - Class in com.opengamma.strata.product.etd
-
An instrument representing an exchange traded derivative (ETD) option.
- EtdOptionSecurity.Builder - Class in com.opengamma.strata.product.etd
-
The bean-builder for
EtdOptionSecurity. - EtdOptionSecurity.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdOptionSecurity. - EtdOptionTrade - Class in com.opengamma.strata.product.etd
-
A trade representing an ETD option.
- EtdOptionTrade.Builder - Class in com.opengamma.strata.product.etd
-
The bean-builder for
EtdOptionTrade. - EtdOptionTrade.Meta - Class in com.opengamma.strata.product.etd
-
The meta-bean for
EtdOptionTrade. - EtdOptionType - Enum in com.opengamma.strata.product.etd
-
The option expiry type, 'American' or 'European'.
- EtdPosition - Interface in com.opengamma.strata.product.etd
-
A position in an ETD, where the security is embedded ready for mark-to-market pricing.
- EtdSecurity - Interface in com.opengamma.strata.product.etd
-
An instrument representing an exchange traded derivative (ETD).
- EtdSettlementType - Enum in com.opengamma.strata.product.etd
-
The type of an Exchange Traded Derivative (ETD) settlement.
- EtdType - Enum in com.opengamma.strata.product.etd
-
The type of an Exchange Traded Derivative (ETD) product, either a future or an option.
- EtdVariant - Class in com.opengamma.strata.product.etd
-
The variant of an exchange traded derivative (ETD).
- EU - Static variable in class com.opengamma.strata.basics.location.Country
-
The region of 'EU' - Europe (special status in ISO-3166).
- EU_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
- EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for EU-EXT-CPI Price index.
- EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
- EUR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'EUR' - Euro.
- EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
- EUR_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.
- EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for EUR-EONIA Overnight index.
- EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The EONIA index for EUR.
- EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for EUR-ESTER Overnight index.
- EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The ESTER index for EUR.
- EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for EUR-EURIBOR.
- EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 10 years.
- EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 12 years.
- EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 15 years.
- EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 1 year.
- EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 20 years.
- EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 25 years.
- EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 2 years.
- EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 30 years.
- EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 3 years.
- EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 4 years.
- EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 5 years.
- EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 6 years.
- EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 7 years.
- EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 8 years.
- EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1100 for tenor of 9 years.
- EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 10 years.
- EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 12 years.
- EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 15 years.
- EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 1 year.
- EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 20 years.
- EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 25 years.
- EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 2 years.
- EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 30 years.
- EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 3 years.
- EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 4 years.
- EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 5 years.
- EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 6 years.
- EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 7 years.
- EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 8 years.
- EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
EUR Rates 1200 for tenor of 9 years.
- EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month EURIBOR index.
- EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month EURIBOR index.
- EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week EURIBOR index.
- EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
Deprecated.Not published as of 2018-12-03
- EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
Deprecated.Not published as of 2018-12-03
- EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month EURIBOR index.
- EUR_EURIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'EUR-EURIBOR-3M-Monthly-IMM' convention.
- EUR_EURIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.
- EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
- EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month EURIBOR index.
- EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
Deprecated.Not published as of 2018-12-03
- EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'EUR-FIXED-1Y-EONIA_OIS' swap convention.
- EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
- EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions
-
The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.
- EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
- EUR_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.
- EUR_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.
- EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
- EUR_FIXED_ZC_EU_AI_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
Euro vanilla fixed vs Europe CPI swap.
- EUR_FIXED_ZC_EU_EXT_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.
- EUR_FIXED_ZC_FR_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
Euro vanilla fixed vs France CPI swap.
- EUR_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
EUR-dominated standardized credit default swap.
- EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "EUR/GBP" FX Swap convention.
- EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
EUR/GBP convention with 2 days spot date.
- EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
- EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
- EUR_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for EUR-LIBOR.
- EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for EUR.
- EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for EUR.
- EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for EUR.
- EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for EUR.
- EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for EUR.
- EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for EUR.
- EUR_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.
- EUR_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
- EUR_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
- EUR_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
EUR-dominated standardized credit default swap.
- EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "EUR/USD" FX Swap convention.
- EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
EUR/USD convention with 2 days spot date.
- EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
- EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
- EUREX - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Eurex.
- EUROPEAN - com.opengamma.strata.product.etd.EtdOptionType
-
European option.
- EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.
- evaluate(CurrencyAmount, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
- evaluate(CurrencyParameterSensitivities, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
- evaluate(CurrencyParameterSensitivity, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
- evaluate(Position, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
- evaluate(Security, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
- evaluate(Trade, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
- evaluate(Iterable<?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
- evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Evaluates a value path against a set of results, returning the resolved result for each trade.
- evaluate(Map<?, ?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
- evaluate(Bean, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
- evaluate(T, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Evaluates a token against a given object.
- EvaluationResult - Class in com.opengamma.strata.report.framework.expression
-
The result of a
TokenEvaluatorevaluating an expression against an object. - eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Calculates the number of events that occur in a year.
- eventsPerYearEstimate() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Estimates the number of events that occur in a year.
- exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Exactly divides this frequency by another.
- EXCEPTION - com.opengamma.strata.market.curve.CurveNodeClashAction
-
When a clash occurs, an exception is thrown.
- EXCEPTION - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Extrapolator that throws an exception if extrapolation is attempted.
- EXCEPTION_MESSAGE_ATTRIBUTE - Static variable in class com.opengamma.strata.collect.result.FailureItem
-
Attribute used to store the exception message.
- EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the exchange.
- exchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
exchangeIdproperty. - exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the ID of the exchange where the instruments derived from the contract specification are traded.
- ExchangeId - Class in com.opengamma.strata.product.common
-
An identifier for an exchange based on the ISO Market Identifier Code (MIC).
- ExchangeIds - Class in com.opengamma.strata.product.common
-
Identifiers for common exchanges.
- exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
exCouponPeriodproperty. - exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
exCouponPeriodproperty. - exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
exCouponPeriodproperty. - exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
exCouponPeriodproperty. - exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets ex-coupon period.
- exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets ex-coupon period.
- exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets ex-coupon period.
- exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets ex-coupon period.
- execute(ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Executes the task, performing calculations for the target using multiple sets of market data.
- EXERCISE_PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the option strike price.
- EXERCISE_STYLE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the exercise style.
- EXPECTED_LOSS - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the expected value of protection settlement.
- expectedLoss(ResolvedCdsIndex, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the expected loss of the CDS index product.
- expectedLoss(ResolvedCdsIndexTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the expected loss of the underlying product.
- expectedLoss(ResolvedCds, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the expected loss of the CDS product.
- expectedLoss(ResolvedCdsTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the expected loss of the underlying product.
- expiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
expiryproperty. - expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
The meta-property for the
expiryproperty. - expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
Sets the year-month of the expiry.
- expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the year-month of the expiry.
- expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the expiry of the option.
- expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
Sets the expiry date-time of the option.
- expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the expiry of the option.
- expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
Sets the expiry date-time of the option.
- EXPIRY_DAY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the expiry day.
- EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the expiry month/year.
- EXPIRY_WEEK_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the expiry week.
- expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
expiryDateproperty. - expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
expiryDateproperty. - expiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
The meta-property for the
expiryDateproperty. - expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
expiryDateproperty. - expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
expiryDateproperty. - expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the
expiryDateproperty. - expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets the expiry date of the option.
- expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the expiry date of the option.
- expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the expiry date of the option.
- expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
Sets the expiry date of the option.
- expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the expiry date of the option.
- expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the expiry date of the option.
- expiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
expiryDateOffsetproperty. - expiryDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the offset of the expiry date from the delivery date.
- expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
expiryTimeproperty. - expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
expiryTimeproperty. - expiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
The meta-property for the
expiryTimeproperty. - expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
expiryTimeproperty. - expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
expiryTimeproperty. - expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the
expiryTimeproperty. - expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the expiry time of the option.
- expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the expiry time of the option.
- expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
Sets the expiry time of the option.
- expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the expiry time of the option.
- expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the expiry time of the option.
- expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets the expiry time of the option.
- expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
expiryZoneproperty. - expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
expiryZoneproperty. - expiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
The meta-property for the
expiryZoneproperty. - expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
expiryZoneproperty. - expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
expiryZoneproperty. - expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the
expiryZoneproperty. - expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the time-zone of the expiry time.
- expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the time-zone of the expiry time.
- expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
Sets the time-zone of the expiry time.
- expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the time-zone of the expiry time.
- expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the time-zone of the expiry time.
- expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets the time-zone of the expiry time.
- EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing a break-down of the present value calculation on the target.
- ExplainKey<T> - Class in com.opengamma.strata.market.explain
-
A key for the map of explanatory values.
- ExplainMap - Class in com.opengamma.strata.market.explain
-
A map of explanatory values.
- ExplainMap.Meta - Class in com.opengamma.strata.market.explain
-
The meta-bean for
ExplainMap. - ExplainMapBuilder - Class in com.opengamma.strata.market.explain
-
A builder for the map of explanatory values.
- explainPresentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Explains the present value of the payment.
- explainPresentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Explains the present value of a single payment period.
- explainPresentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Explains the present value of a single fixed coupon payment period.
- explainPresentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Explains the present value of the CMS period.
- explainPresentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Explains the present value of a CMS leg.
- explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Explains the present value of the CMS product.
- explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Explains the present value of the CMS trade.
- explainPresentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Explains the present value of the FRA product.
- explainPresentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Explains the present value calculation across one or more scenarios.
- explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Explains the present value calculation for a single set of market data.
- explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Explains the present value of the FRA product.
- explainPresentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Explains the present value of the bullet payment product.
- explainPresentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Explain present value for a swap leg.
- explainPresentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Explains the present value of the swap product.
- explainPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Explains the present value calculation across one or more scenarios.
- explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Explains the present value calculation for a single set of market data.
- explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Explains the present value of the swap trade.
- explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Explains the present value of a single payment event.
- explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Explains the present value of a single payment period.
- explainPresentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Explains the present value of a single fixed coupon payment period with z-spread.
- explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Explains the present value of a single payment period with z-spread.
- explainRate(IborIndexObservation, ExplainMapBuilder, Consumer<ExplainMapBuilder>) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Explains the calculation of the the historic or forward rate at the specified fixing date.
- explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn
-
Explains the calculation of the applicable rate.
- explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets the explanation as a string.
- EXPONENTIAL - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Exponential extrapolator.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the extended enum helper.
- extendedEnum() - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.calc.Measure
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the extended enum helper.
- extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the extended enum helper.
- ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
-
Manager for extended enums controlled by code or configuration.
- ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named
-
Maps names used by external systems to the standard name used here.
- externalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the
externalNameproperty. - externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Returns the set of groups that have external names defined.
- externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
Returns the complete map of external name to standard name.
- externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Returns the mapping of external names to standard names for a group.
- extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the
extrapolatorLeftproperty. - extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
extrapolatorLeftproperty. - extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
extrapolatorLeftproperty. - extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
extrapolatorLeftproperty. - extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the extrapolator for x-values on the left, defaulted to 'Flat".
- extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the extrapolator used to find points to the left of the leftmost point on the curve.
- extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the left extrapolator for the SABR parameter curves.
- extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the left extrapolator for the SABR parameters.
- extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the
extrapolatorRightproperty. - extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
extrapolatorRightproperty. - extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
extrapolatorRightproperty. - extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
extrapolatorRightproperty. - extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the extrapolator for x-values on the right, defaulted to 'Flat".
- extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the extrapolator used to find points to the right of the rightmost point on the curve.
- extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the right extrapolator for the SABR parameter curves.
- extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the right extrapolator for the SABR parameters.
F
- FAIL - com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Fail.
- failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
The meta-property for the
failureproperty. - failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result containing a failure.
- failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason.
- failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason and message.
- failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result specifying the failure reason.
- failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a failed result from another failed result.
- failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates a result for an unsuccessful evaluation of an expression.
- Failure - Class in com.opengamma.strata.collect.result
-
Description of a failed result.
- Failure.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for
Failure. - FailureException - Exception in com.opengamma.strata.collect.result
-
An exception thrown when a failure
Resultis encountered and the failure can't be handled. - FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
-
Returns an exception wrapping a failure that couldn't be handled.
- FailureItem - Class in com.opengamma.strata.collect.result
-
Details of a single failed item.
- FailureItem.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for
FailureItem. - FailureItems - Class in com.opengamma.strata.collect.result
-
A list of failure items.
- FailureItems.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for
FailureItems. - FailureItemsBuilder - Class in com.opengamma.strata.collect.result
-
A builder for a list of failure items.
- FailureReason - Enum in com.opengamma.strata.collect.result
-
Represents the reason why failure occurred.
- failures() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
-
The meta-property for the
failuresproperty. - failures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
The meta-property for the
failuresproperty. - farForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the
farForwardPointsIdproperty. - farForwardPointsId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the identifier of the market data value which provides the FX forward points.
- farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
The meta-property for the
farLegproperty. - farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
The meta-property for the
farLegproperty. - FastCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
Fast credit curve calibrator.
- FastCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
Constructs a credit curve builder with the accrual-on-default formula specified.
- FastCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.
- FI - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FI' - Finland.
- field(int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the specified field.
- fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the number of fields.
- FieldName - Class in com.opengamma.strata.data
-
The name of a field in a market data record.
- fields() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets all fields in the row.
- FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for file resource locators.
- filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the zero.
- filled(int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with all entries equal to the zero.
- filled(int) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance with all entries equal to the zero.
- filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the same value.
- filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the zero.
- filled(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with all entries equal to the same value.
- filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the same value.
- filled(int, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance with all entries equal to the same value.
- filter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
The meta-property for the
filterproperty. - filter(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.runner.CalculationParameter
-
Filters this parameter to the specified target and measure.
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Filters the parameters, matching only those that are applicable for the target and measure.
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
- filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
- filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
- filter(MarketDataFilter<? extends T, ?>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
- filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Create a new time-series by filtering this one.
- filter(BiFunction<? super K, ? super V, Boolean>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each key and value.
- filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Returns a filtered version of this definition with no invalid nodes.
- filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
- filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a filtered version of this definition with no invalid nodes.
- filtering(Class<R>) - Static method in class com.opengamma.strata.collect.Guavate
-
Function used in a stream to filter instances to a particular type.
- filteringOptional() - Static method in class com.opengamma.strata.collect.Guavate
-
Function used in a stream to filter optionals.
- filterKeys(Class<R>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream checking the type of each key.
- filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each key.
- filterSensitivity(DoublePredicate) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Filters the sensitivity values.
- filterValues(Class<R>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream checking the type of each value.
- filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each value.
- finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the
finalExchangeproperty. - finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
finalExchangeproperty. - finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the
finalStubproperty. - finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
finalStubproperty. - finalStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the final stub, optional.
- finalStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in final stub, optional.
- find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- find(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
-
Finds an instance by name.
- find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Finds an instance by name.
- findAny() - Method in class com.opengamma.strata.collect.MapStream
- findAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
-
Finds the attribute associated with the specified type.
- findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Finds the attribute associated with the specified type.
- findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
- findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
-
Finds the attribute associated with the specified type.
- findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
- findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds an attribute by name, or empty if not found.
- findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.
- findCurve(CurveName) - Method in interface com.opengamma.strata.market.curve.CurveGroup
-
Finds the curve with the specified name.
- findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Finds the curve with the specified name.
- findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Finds the curve with the specified name.
- findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Finds the definition for the curve with the specified name.
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.market.MarketDataView
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Finds the discount curve for the currency if there is one in the group.
- findDiscountCurveName(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Finds the discount curve name for the specified currency.
- findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Finds the entry for the curve with the specified name.
- findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header.
- findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern.
- findFirst() - Method in class com.opengamma.strata.collect.MapStream
- findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Finds the forward curve for the index if there is one in the group.
- findForwardCurveName(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Finds the forward curve name for the specified index.
- findForwardCurveNames(FloatingRateName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Finds the forward curve names for the specified floating rate name.
- findFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Finds the function that handles the specified target.
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
- findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.MarketData
-
Finds the market data identifiers associated with the specified name.
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Finds the market data identifiers associated with the specified name.
- findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Attempts to locate a rate index by reference name.
- findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Finds curve information of a specific type.
- findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- findInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- findInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Finds surface information of a specific type.
- findIssuerCurve(LegalEntityGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Finds the issuer curve for the legal entity group and currency if there is one in the group.
- findLenient(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Looks up an instance by name leniently.
- findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Finds the notional on the specified date.
- findParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Finds the parameter that matches the specified query type.
- findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Finds the payment period applicable for the specified accrual date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Finds the period that contains the specified date.
- findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Finds the period that contains the specified date.
- findRepoCurve(RepoGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Finds the repo curve for the repo group and currency if there is one in the group.
- findRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
-
Finds the root from the specified start position.
- findRoot(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
-
Finds the root from the specified start position.
- findSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Finds a single sensitivity instance by name.
- findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSeparator(CharSource) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Finds the separator used by the specified CSV file.
- findTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Finds a sensitivity instance by type, returning empty if not found.
- findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Finds the reference data value associated with the specified identifier.
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
- findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData
-
Finds the market data value associated with the specified identifier.
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Finds the market data value associated with the specified identifier.
- findValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single value from the row by header.
- findValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single value from the row by header pattern.
- FiniteDifferenceSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
-
Finite difference spread sensitivity calculator.
- FiniteDifferenceSpreadSensitivityCalculator(AccrualOnDefaultFormula, double) - Constructor for class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
-
Constructor with accrual-on-default formula and bump amount specified.
- first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the
firstproperty. - first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the
firstproperty. - first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the
firstproperty. - first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the
firstproperty. - first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the
firstproperty. - first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the
firstproperty. - first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the
firstproperty. - firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
firstDeliveryDateproperty. - firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
firstDeliveryDateproperty. - firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
firstDeliveryDateproperty. - firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first delivery date.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the first delivery date.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the first delivery date.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
-
Computes the first derivative of the curve.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
- firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Computes the first derivative of the y-value for the specified x-value.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- firstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
firstFixingDateOffsetproperty. - firstFixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the offset of the first fixing date from the first adjusted reset date, optional.
- firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the
firstIndexValueproperty. - firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the initial value of the index, optional.
- firstNonEmpty(Supplier<Optional<? extends T>>...) - Static method in class com.opengamma.strata.collect.Guavate
-
Uses a number of suppliers to create a single optional result.
- firstNonEmpty(Optional<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate
-
Chooses the first optional that is not empty.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
firstNoticeDateproperty. - firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
firstNoticeDateproperty. - firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
firstNoticeDateproperty. - firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first notice date.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the first notice date.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the first notice date.
- firstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
firstRateproperty. - firstRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate of the first reset period, which may be a stub, optional.
- firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
firstRegularRateproperty. - firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate of the first regular reset period, optional.
- firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
firstRegularStartDateproperty. - firstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
firstRegularStartDateproperty. - firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.
- firstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the
firstStepDateproperty. - FIXED - com.opengamma.strata.market.curve.CurveNodeDateType
-
Defines a fixed date that is externally provided.
- FIXED - com.opengamma.strata.product.swap.SwapLegType
-
A fixed rate swap leg.
- FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixed rate, as defined in the contract.
- FixedAccrualMethod - Enum in com.opengamma.strata.product.swap
-
The method of accruing interest on a notional amount using a fixed rate.
- FixedCouponBond - Class in com.opengamma.strata.product.bond
-
A fixed coupon bond.
- FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
FixedCouponBond. - FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
FixedCouponBond. - FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A period over which a fixed coupon is paid.
- FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
FixedCouponBondPaymentPeriod. - FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
FixedCouponBondPaymentPeriod. - FixedCouponBondPosition - Class in com.opengamma.strata.product.bond
-
A position in a fixed coupon bond.
- FixedCouponBondPosition.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
FixedCouponBondPosition. - FixedCouponBondPosition.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
FixedCouponBondPosition. - FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a fixed coupon bond.
- FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
FixedCouponBondSecurity. - FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
FixedCouponBondSecurity. - FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a fixed coupon bond.
- FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
FixedCouponBondTrade. - FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
FixedCouponBondTrade. - FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>> - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single
FixedCouponBondTradeorFixedCouponBondPositionfor each of a set of scenarios. - FixedCouponBondTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.
- FixedCouponBondTradeCalculations(DiscountingFixedCouponBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Creates an instance.
- FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining accrued interest calculation type for a bond security.
- fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
The meta-property for the
fixedCurveproperty. - FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Ibor swap conventions.
- FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Ibor interest rate swap.
- FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
FixedIborSwapCurveNode. - FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
FixedIborSwapCurveNode. - FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor swap trades.
- FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
FixedIborSwapTemplate. - FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
FixedIborSwapTemplate. - FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Inflation swap trades.
- FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Fixed-Inflation swap conventions.
- FixedInflationSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Inflation swap.
- FixedInflationSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
FixedInflationSwapCurveNode. - FixedInflationSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
FixedInflationSwapCurveNode. - FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
An template for creating inflation swap trades.
- FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
FixedInflationSwapTemplate. - FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
FixedInflationSwapTemplate. - fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the
fixedLegproperty. - fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the
fixedLegproperty. - fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the
fixedLegproperty. - fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Checks that there is exactly one fixed leg and returns it.
- fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Checks that there is exactly one fixed leg and returns it.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- FixedOvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate
-
Defines a known annual fixed rate of interest that follows overnight compounding.
- FixedOvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
FixedOvernightCompoundedAnnualRateComputation. - FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Overnight swap conventions.
- FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Overnight interest rate swap.
- FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
FixedOvernightSwapCurveNode. - FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
FixedOvernightSwapCurveNode. - FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Overnight swap trades.
- FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
FixedOvernightSwapTemplate. - FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
FixedOvernightSwapTemplate. - fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the
fixedRateproperty. - fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the fixed coupon rate.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the fixed interest rate to be paid.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the fixed rate of interest.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the fixed rate of interest.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the fixed rate of interest.
- fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the fixed coupon rate.
- fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the fixed coupon rate.
- fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the fixed rate for the fixing date, optional.
- fixedRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the fixed rate to use in the stub.
- FixedRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a fixed rate swap leg.
- FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
FixedRateCalculation. - FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
FixedRateCalculation. - FixedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines a known fixed rate of interest.
- FixedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
FixedRateComputation. - FixedRateStubCalculation - Class in com.opengamma.strata.product.swap
-
Defines the rate applicable in the initial or final stub of a fixed swap leg.
- FixedRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
FixedRateStubCalculation. - FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the fixed leg of rate swap trades.
- FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
FixedRateSwapLegConvention. - FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
FixedRateSwapLegConvention. - FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixing date.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the
fixingCalendarproperty. - fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the calendar that the index uses.
- fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the
fixingDateproperty. - fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the
fixingDateproperty. - fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the
fixingDateproperty. - fixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
fixingDateproperty. - fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
fixingDateproperty. - fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date of the index fixing.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the date of the index fixing.
- fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
fixingDateOffsetproperty. - fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the maturity date to obtain the fixing date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the fixing date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the offset of the FX reset fixing date from each adjusted accrual date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the
fixingDateOffsetDaysproperty. - fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the
fixingMonthproperty. - fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
fixingRelativeToproperty. - fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the
fixingRelativeToproperty. - fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
fixingRelativeToproperty. - fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
fixingRelativeToproperty. - fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the base date that each fixing is made relative to, optional with defaulting getter.
- fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- FixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each rate fixing is made relative to.
- fixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the
fixingsproperty. - fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
-
The meta-property for the
fixingsproperty. - FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of historical fixing series into memory from CSV resources.
- fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
fixingTimeproperty. - fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the
fixingTimeproperty. - fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time.
- fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the fixing time.
- fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
fixingZoneproperty. - fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the
fixingZoneproperty. - fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time-zone.
- fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the time-zone of the fixing time.
- FLAT - com.opengamma.strata.product.swap.CompoundingMethod
-
Flat compounding applies.
- FLAT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Flat extrapolator.
- flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.
- flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the
flatFloatingLegproperty. - flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the
flatLegproperty. - flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the
flatLegproperty. - flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatMap(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the entries in the stream by applying a mapper function to each key and value to produce a stream of elements, and then flattening the resulting stream of streams.
- flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream
- flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that returns another result.
- flatMap(Function<? super T, ValueWithFailures<R>>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Processes the value by applying a function that returns another result.
- flatMapKeys(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key and value.
- flatMapKeys(Function<? super K, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key.
- flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream
- flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream
- flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream
- flatMapValues(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each key and value.
- flatMapValues(Function<? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each value.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the
floatingLegproperty. - floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the
floatingLegproperty. - floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the
floatingLegproperty. - floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
floatingRateproperty. - floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
floatingRateproperty. - floatingRate(IborRateComputation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the floating rate of interest.
- floatingRate(RateComputation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the floating rate of interest.
- FloatingRateIndex - Interface in com.opengamma.strata.basics.index
-
An index used to provide floating rates, typically in interest rate swaps.
- FloatingRateName - Interface in com.opengamma.strata.basics.index
-
A floating rate index name, such as Libor, Euribor or US Fed Fund.
- FloatingRateNames - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Floating rate names.
- FloatingRateType - Enum in com.opengamma.strata.basics.index
-
The type of a floating rate index.
- floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
floorletproperty. - floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
floorletproperty. - floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the optional floorlet strike.
- floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the optional floorlet strike.
- FLOORLET - com.opengamma.strata.product.cms.CmsPeriodType
-
CMS floorlet.
- floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
floorScheduleproperty. - floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
floorScheduleproperty. - floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the floor schedule, optional.
- floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the floor schedule, optional.
- FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Following' convention which adjusts to the next business day.
- forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Applies an action to each value in the array.
- forEach(IntIntConsumer) - Method in class com.opengamma.strata.collect.array.IntArray
-
Applies an action to each value in the array.
- forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Applies an action to each value in the matrix.
- forEach(IntLongConsumer) - Method in class com.opengamma.strata.collect.array.LongArray
-
Applies an action to each value in the array.
- forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Performs an action for each entry in the stream, passing the key and value to the action.
- forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an action to each pair in the time series.
- forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The forecast value.
- forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the
forecastValueproperty. - forecastValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the forecast value of the payment.
- forecastValue(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the forecast value of a single payment period.
- forecastValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the forecast value of a single fixed coupon payment period.
- forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value of the FRA product.
- forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value of the FRA trade.
- forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value of the swap leg.
- forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value of the swap product.
- forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value of the swap trade.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the forecast value of a single payment event.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the forecast value of a single payment period.
- forecastValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the forecast value of the payment.
- forecastValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single payment period.
- forecastValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single fixed coupon payment period.
- forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value sensitivity of the FRA product.
- forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value sensitivity of the FRA trade.
- forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value sensitivity of the swap leg.
- forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value sensitivity of the swap product.
- forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value sensitivity of the swap trade.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the forecast value sensitivity of a single payment event.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single payment period.
- format(double) - Method in class com.opengamma.strata.collect.NumberFormatter
-
Formats a
doubleusing this formatter. - format(long) - Method in class com.opengamma.strata.collect.NumberFormatter
-
Formats a
longusing this formatter. - format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting a single argument.
- format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting arguments.
- format(T) - Method in class com.opengamma.strata.collect.named.EnumNames
-
Creates a standard Strata mixed case name from an enum-style constant.
- FormatCategory - Enum in com.opengamma.strata.report.framework.format
-
Defines categories of data types.
- formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
- formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
- formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a piece of data for display.
- formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for use in a CSV file.
- formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for display.
- FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
-
Contains formatting settings for a specific type.
- FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
-
The meta-bean for
FormatSettings. - FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
-
Provides and caches format settings across types.
- FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Creates an instance.
- formattedDouble(double) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Returns a value formatted as a double.
- formattedPercentage(double) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Returns a value formatted as a percentage.
- formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the
formatterproperty. - formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a value into a string.
- formatWithAttributes(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting named arguments.
- forward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the
forwardproperty. - forward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
forwardproperty. - forward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
forwardproperty. - FORWARD_FX_RATE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the forward FX rate of the calculation target.
- FORWARD_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The forward rate.
- FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a forward rate - 'ForwardRate'.
- FORWARD_RATE_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The end date used to calculate the forward rate.
- FORWARD_RATE_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The start date used to calculate the forward rate.
- forwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
-
The meta-property for the
forwardCurvesproperty. - forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
-
Sets the forward curves in the group, keyed by index.
- ForwardFxIndexRates - Class in com.opengamma.strata.pricer.fx
-
Provides access to rates for an FX index.
- ForwardFxIndexRates.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for
ForwardFxIndexRates. - forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates the forward FX rate across one or more scenarios.
- forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates the forward FX rate for a single set of market data.
- forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates the forward FX rate across one or more scenarios.
- forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates the forward FX rate for a single set of market data.
- forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the forward exchange rate.
- forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the forward exchange rate point sensitivity.
- forwardFxRatePointSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the forward exchange rate point sensitivity.
- forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the sensitivity of the forward exchange rate to the spot rate.
- forwardFxRateSpotSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the sensitivity of the forward exchange rate to the spot rate.
- forwardRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing forward rates.
- forwardRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing forward rates.
- forwardRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing forward rates.
- FpmlDocument - Class in com.opengamma.strata.loader.fpml
-
Provides data about the whole FpML document and parse helper methods.
- FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
-
Creates an instance, based on the specified element.
- FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
-
Loader of trade data in FpML format.
- FpmlParseException - Exception in com.opengamma.strata.loader.fpml
-
Exception thrown when parsing FpML.
- FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
-
Creates an instance based on a message.
- FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade parser.
- FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml
-
Finds the party representing "us" in FpML.
- FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade information parser.
- FR - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FR' - France.
- FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for FR-EXT-CPI Price index.
- FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
- Fra - Class in com.opengamma.strata.product.fra
-
A forward rate agreement (FRA).
- FRA - Static variable in class com.opengamma.strata.product.ProductType
-
A
Fra. - FRA_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
The measure for
ResolvedFraTradeusing par rate discounting. - FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
The calibrator for
ResolvedFraTradeusing par spread discounting. - FRA_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The measure for
FraTradeusing present value discounting. - Fra.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for
Fra. - Fra.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for
Fra. - FraConvention - Interface in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- FraConventions - Class in com.opengamma.strata.product.fra.type
-
Market standard FRA conventions.
- FraCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Forward Rate Agreement (FRA).
- FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
FraCurveNode. - FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
FraCurveNode. - FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
-
A convention defining how to discount Forward Rate Agreements (FRAs).
- FRANCE_CD - com.opengamma.strata.product.bond.BillYieldConvention
-
France CD: interest at maturity.
- FraTemplate - Class in com.opengamma.strata.product.fra.type
-
A template for creating a forward rate agreement (FRA) trade.
- FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for
FraTemplate. - FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for
FraTemplate. - FraTrade - Class in com.opengamma.strata.product.fra
-
A trade in a forward rate agreement (FRA).
- FraTrade.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for
FraTrade. - FraTrade.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for
FraTrade. - FraTradeCalculationFunction - Class in com.opengamma.strata.measure.fra
-
Perform calculations on a single
FraTradefor each of a set of scenarios. - FraTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
-
Creates an instance.
- FraTradeCalculations - Class in com.opengamma.strata.measure.fra
-
Calculates pricing and risk measures for forward rate agreement (FRA) trades.
- FraTradeCalculations(DiscountingFraTradePricer) - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Creates an instance.
- frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
frequencyproperty. - frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the
frequencyproperty. - frequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the
frequencyproperty. - frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
frequencyproperty. - frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
frequencyproperty. - frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the regular periodic frequency to use.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periodic frequency used when building the schedule.
- frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the frequency of the bond payments.
- frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the frequency of the bond payments.
- Frequency - Class in com.opengamma.strata.basics.schedule
-
A periodic frequency used by financial products that have a specific event every so often.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Friday/Saturday weekends.
- from(ByteSource) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from another byte source.
- from(CheckedSupplier<InputStream>) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from an input stream.
- FROM_FIXING_SERIES - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The flag to indicate that the that the observed value is from a fixing time-series.
- fromBase64(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from a base-64 encoded string.
- fromHex(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from a hex encoded string, sometimes referred to as base-16.
- FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
- function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
Functioninterface. - FunctionRequirements - Class in com.opengamma.strata.calc.runner
-
Specifies the market data required for a function to perform a calculation.
- FunctionRequirements.Builder - Class in com.opengamma.strata.calc.runner
-
The bean-builder for
FunctionRequirements. - FunctionRequirements.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for
FunctionRequirements. - functions() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the
functionsproperty. - FunctionUtils - Class in com.opengamma.strata.calc.runner
-
Static utility methods useful when writing calculation functions.
- FUTURE - com.opengamma.strata.product.etd.EtdType
-
A future.
- futureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
futureExpiryDateproperty. - futureId(ExchangeId, EtdContractCode, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for an ETD future instrument.
- FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.option
-
The style of premium for an option on a futures contract.
- futurePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
futurePriceproperty. - futurePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
futurePriceproperty. - futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the future convexity factor for the specified period at the future reference date.
- futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the future convexity factor and its derivative for the specified period at the future reference date.
- futureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the
futureValueNotionalproperty. - futureValueNotional(FutureValueNotional) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the future value notional.
- FutureValueNotional - Class in com.opengamma.strata.product.swap
-
A future value notional amount for a fixed swap leg.
- FutureValueNotional.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
FutureValueNotional. - FutureValueNotional.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
FutureValueNotional. - fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the first array to the matching index in the second array within a tolerance.
- fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the array to zero within a tolerance.
- fx(CurrencyAmount, CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts an FX exchange to a string.
- FX_NDF - Static variable in class com.opengamma.strata.product.ProductType
-
A
FxNdf. - FX_SINGLE - Static variable in class com.opengamma.strata.product.ProductType
-
A
FxSingle. - FX_SINGLE_BARRIER_OPTION - Static variable in class com.opengamma.strata.product.ProductType
- FX_SWAP - Static variable in class com.opengamma.strata.product.ProductType
-
A
FxSwap. - FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
The calibrator for
ResolvedFxSwapTradeusing par spread discounting. - FX_VANILLA_OPTION - Static variable in class com.opengamma.strata.product.ProductType
- FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
-
Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
- fxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
The meta-property for the
fxForwardRatesproperty. - fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the forward FX rates for a currency pair.
- FxForwardRates - Interface in com.opengamma.strata.pricer.fx
-
Provides access to rates for a currency pair.
- FxForwardSensitivity - Class in com.opengamma.strata.pricer.fx
-
Point sensitivity to a forward rate of an FX rate for a currency pair.
- FxForwardSensitivity.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for
FxForwardSensitivity. - FxIndex - Interface in com.opengamma.strata.basics.index
-
An index of foreign exchange rates.
- FxIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an FX index.
- FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
FxIndexObservation. - fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an FX index.
- FxIndexRates - Interface in com.opengamma.strata.pricer.fx
-
Provides access to rates for an FX index.
- FxIndexSensitivity - Class in com.opengamma.strata.pricer.fx
-
Point sensitivity to a forward rate of an FX rate for an FX index.
- FxIndexSensitivity.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for
FxIndexSensitivity. - FxIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard foreign exchange indices.
- FxMatrix - Class in com.opengamma.strata.basics.currency
-
A matrix of foreign exchange rates.
- FxMatrix.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
FxMatrix. - FxMatrixBuilder - Class in com.opengamma.strata.basics.currency
-
A mutable builder class for
FxMatrix. - FxMatrixId - Class in com.opengamma.strata.data
-
Identifies the market data for an FX matrix.
- FxNdf - Class in com.opengamma.strata.product.fx
-
A Non-Deliverable Forward (NDF).
- FxNdf.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
FxNdf. - FxNdf.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
FxNdf. - FxNdfTrade - Class in com.opengamma.strata.product.fx
-
A trade in a Non-Deliverable Forward (NDF).
- FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
FxNdfTrade. - FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
FxNdfTrade. - FxNdfTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
-
Perform calculations on a single
FxNdfTradefor each of a set of scenarios. - FxNdfTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
-
Creates an instance.
- FxNdfTradeCalculations - Class in com.opengamma.strata.measure.fx
-
Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.
- FxNdfTradeCalculations(DiscountingFxNdfTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Creates an instance.
- FxOptionMarketData - Interface in com.opengamma.strata.measure.fxopt
-
Market data for FX options.
- FxOptionMarketDataLookup - Interface in com.opengamma.strata.measure.fxopt
-
The lookup that provides access to FX options volatilities in market data.
- FxOptionScenarioMarketData - Interface in com.opengamma.strata.measure.fxopt
-
Market data for FX options, used for calculation across multiple scenarios.
- FxOptionSensitivity - Class in com.opengamma.strata.pricer.fxopt
-
Point sensitivity to an implied volatility for a FX option model.
- FxOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
FxOptionSensitivity. - FxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt
-
Volatilities for pricing FX options.
- FxOptionVolatilitiesDefinition - Class in com.opengamma.strata.measure.fxopt
-
The definition of how to build FX option volatilities.
- FxOptionVolatilitiesDefinition.Meta - Class in com.opengamma.strata.measure.fxopt
-
The meta-bean for
FxOptionVolatilitiesDefinition. - FxOptionVolatilitiesId - Class in com.opengamma.strata.pricer.fxopt
-
An identifier used to access FX option volatilities by name.
- FxOptionVolatilitiesMarketDataFunction - Class in com.opengamma.strata.measure.fxopt
-
Market data function that builds FX option volatilities.
- FxOptionVolatilitiesMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
- FxOptionVolatilitiesName - Class in com.opengamma.strata.pricer.fxopt
-
The name of a set of FX option volatilities.
- FxOptionVolatilitiesNode - Class in com.opengamma.strata.measure.fxopt
-
A node in the configuration specifying how to build FX option volatilities.
- FxOptionVolatilitiesNode.Builder - Class in com.opengamma.strata.measure.fxopt
-
The bean-builder for
FxOptionVolatilitiesNode. - FxOptionVolatilitiesNode.Meta - Class in com.opengamma.strata.measure.fxopt
-
The meta-bean for
FxOptionVolatilitiesNode. - FxOptionVolatilitiesSpecification - Interface in com.opengamma.strata.measure.fxopt
-
The specification of how to build FX option volatilities.
- FxProduct - Interface in com.opengamma.strata.product.fx
-
A foreign exchange product, such as an FX forward, FX spot or FX option.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns the FX rate for the specified currency pair and scenario index.
- fxRate(Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Gets the FX rate for the specified currency pair and scenario index.
- FxRate - Class in com.opengamma.strata.basics.currency
-
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
- FxRate.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
FxRate. - FxRateConfig - Class in com.opengamma.strata.measure.fx
-
Configuration defining how to create
FxRateinstances from observable market data. - FxRateConfig.Builder - Class in com.opengamma.strata.measure.fx
-
The bean-builder for
FxRateConfig. - FxRateConfig.Meta - Class in com.opengamma.strata.measure.fx
-
The meta-bean for
FxRateConfig. - fxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the
fxRateIdproperty. - fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
fxRateIdproperty. - fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the identifier used to obtain the FX rate market value, defaulted from the template.
- fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the identifier used to obtain the FX rate market value, defaulted from the template.
- FxRateId - Class in com.opengamma.strata.data
-
Identifies the market data for an FX rate.
- FxRateLookup - Interface in com.opengamma.strata.calc.runner
-
The lookup that provides access to FX rates in market data.
- FxRateMarketDataFunction - Class in com.opengamma.strata.measure.fx
-
Function which builds
FxRateinstances from observable market data. - FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
- fxRateProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the FX rate provider.
- fxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the
fxRateProviderproperty. - fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the
fxRateProviderproperty. - fxRateProvider(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Gets the FX rate provider for the specified scenario index.
- fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Sets the FX rate provider.
- fxRateProvider(MarketData) - Method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains an FX rate provider based on the specified market data.
- fxRateProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an FX rate provider based on the specified market data.
- FxRateProvider - Interface in com.opengamma.strata.basics.currency
-
A provider of FX rates.
- FxRateScenarioArray - Class in com.opengamma.strata.data.scenario
-
A set of FX rates between two currencies containing rates for multiple scenarios.
- FxRateScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for
FxRateScenarioArray. - FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of FX rates into memory from CSV resources.
- FxRateShifts - Class in com.opengamma.strata.market
-
A perturbation that applies different shifts to an FX rate.
- FxRateShifts.Meta - Class in com.opengamma.strata.market
-
The meta-bean for
FxRateShifts. - fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the
fxResetproperty. - fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the
fxResetproperty. - fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the FX reset definition, optional.
- fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the FX reset definition, optional.
- FxReset - Class in com.opengamma.strata.product.swap
-
An FX rate conversion for the notional amount of a swap leg.
- FxReset.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
FxReset. - FxResetCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
- FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
FxResetCalculation. - FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
FxResetCalculation. - FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each FX reset fixing is made relative to.
- FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
-
An exchange of notionals between two counterparties where FX reset applies.
- FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
FxResetNotionalExchange. - fxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
fxResetObservationproperty. - fxResetObservation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the FX reset definition, optional.
- FxSingle - Class in com.opengamma.strata.product.fx
-
A single foreign exchange, such as an FX forward or FX spot.
- FxSingle.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
FxSingle. - FxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
-
FX (European) single barrier option.
- FxSingleBarrierOption.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
FxSingleBarrierOption. - FxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
FxSingleBarrierOption. - FxSingleBarrierOptionMethod - Enum in com.opengamma.strata.measure.fxopt
-
The method to use for pricing FX single barrier options.
- FxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
-
A trade in an FX single barrier option.
- FxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
FxSingleBarrierOptionTrade. - FxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
FxSingleBarrierOptionTrade. - FxSingleBarrierOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt
-
Perform calculations on an FX single barrier option trade for each of a set of scenarios.
- FxSingleBarrierOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
-
Creates an instance.
- FxSingleBarrierOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt
-
Calculates pricing and risk measures for FX single barrier option trades.
- FxSingleBarrierOptionTradeCalculations(BlackFxSingleBarrierOptionTradePricer, ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Creates an instance.
- FxSingleTrade - Class in com.opengamma.strata.product.fx
-
A foreign exchange trade, such as an FX forward or FX spot.
- FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
FxSingleTrade. - FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
FxSingleTrade. - FxSingleTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
-
Perform calculations on a single
FxSingleTradefor each of a set of scenarios. - FxSingleTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
-
Creates an instance.
- FxSingleTradeCalculations - Class in com.opengamma.strata.measure.fx
-
Calculates pricing and risk measures for single FX trades.
- FxSingleTradeCalculations(DiscountingFxSingleTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Creates an instance.
- FxSwap - Class in com.opengamma.strata.product.fx
-
An FX swap.
- FxSwap.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
FxSwap. - FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
-
A market convention for FX Swap trades.
- FxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an FX Swap.
- FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
FxSwapCurveNode. - FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
FxSwapCurveNode. - FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
-
A template for creating an FX swap trade.
- FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for
FxSwapTemplate. - FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for
FxSwapTemplate. - FxSwapTrade - Class in com.opengamma.strata.product.fx
-
A trade in an FX swap.
- FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
FxSwapTrade. - FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
FxSwapTrade. - FxSwapTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
-
Perform calculations on a single
FxSwapTradefor each of a set of scenarios. - FxSwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
-
Creates an instance.
- FxSwapTradeCalculations - Class in com.opengamma.strata.measure.fx
-
Calculates pricing and risk measures for FX swap trades.
- FxSwapTradeCalculations(DiscountingFxSwapTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Creates an instance.
- FxTrade - Interface in com.opengamma.strata.product.fx
-
A foreign exchange trade, such as an FX forward, FX spot or FX option.
- FxVanillaOption - Class in com.opengamma.strata.product.fxopt
-
A vanilla FX option.
- FxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
FxVanillaOption. - FxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
FxVanillaOption. - FxVanillaOptionMethod - Enum in com.opengamma.strata.measure.fxopt
-
The method to use for pricing FX vanilla options.
- FxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
-
A trade in a vanilla FX option.
- FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
FxVanillaOptionTrade. - FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
FxVanillaOptionTrade. - FxVanillaOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt
-
Perform calculations on an FX vanilla option trade for each of a set of scenarios.
- FxVanillaOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
-
Creates an instance.
- FxVanillaOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt
-
Calculates pricing and risk measures for FX vanilla option trades.
- FxVanillaOptionTradeCalculations(BlackFxVanillaOptionTradePricer, VannaVolgaFxVanillaOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Creates an instance.
- FxVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.fxopt
-
Surface node metadata for a surface node with a specific time to expiry and strike.
- FxVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
FxVolatilitySurfaceYearFractionParameterMetadata.
G
- gamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the gamma of the FX barrier option product.
- gamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the gamma of the foreign exchange vanilla option product.
- gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product.
- gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product based on the price of the underlying future.
- GB - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GB' - United Kingdom.
- GB_BUMP_DMO - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
UK BUMP/DMO method.
- GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
- GB_IL_BOND - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
The UK real yield convention.
- GB_IL_FLOAT - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
The UK real yield convention.
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GB-RPI Price index.
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
- GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
- GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
- GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'GBP' - British pound.
- GBP_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.
- GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
- GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
- GBP_FIXED_3M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-3M-LIBOR-3M' swap convention.
- GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
- GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
- GBP_FIXED_ZC_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK HCIP swap.
- GBP_FIXED_ZC_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK RPI swap.
- GBP_FIXED_ZC_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK RPIX swap.
- GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/JPY" FX Swap convention.
- GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/JPY convention with 2 days spot date.
- GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-LIBOR.
- GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 10 years.
- GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 12 years.
- GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 15 years.
- GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 1 year.
- GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 20 years.
- GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 25 years.
- GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 2 years.
- GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 30 years.
- GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 3 years.
- GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 4 years.
- GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 5 years.
- GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 6 years.
- GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 7 years.
- GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 8 years.
- GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 9 years.
- GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for GBP.
- GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for GBP.
- GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for GBP.
- GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for GBP.
- GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for GBP.
- GBP_LIBOR_3M_EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.
- GBP_LIBOR_3M_JPY_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.
- GBP_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'GBP-LIBOR-3M-Monthly-IMM' convention.
- GBP_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
- GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
- GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for GBP.
- GBP_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.
- GBP_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-SONIA Overnight index.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SONIA index for GBP.
- GBP_SONIA_OIS_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
-
The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
- GBP_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
GBP-dominated standardized credit default swap.
- GBP_US_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
GBP-dominated standardized credit default swap.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/USD" FX Swap convention.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/USD convention with 2 days spot date.
- GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
- gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
gearingproperty. - gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the
gearingproperty. - gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
gearingproperty. - gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
gearingproperty. - gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the gearing multiplier, defaulted to 1.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The gearing, that the rate is multiplied by.
- generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
-
Generates a rates provider from a set of parameters.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
-
Generates a rates provider from a set of parameters and calibration information.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
-
Generates a rates provider from a set of parameters and calibration information.
- generate(List<String>, List<AsciiTableAlignment>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.AsciiTable
-
Generates the ASCII table.
- GenericDoubleShifts - Class in com.opengamma.strata.market
-
A perturbation that applies different shifts to a double value.
- GenericDoubleShifts.Meta - Class in com.opengamma.strata.market
-
The meta-bean for
GenericDoubleShifts. - GenericSecurity - Class in com.opengamma.strata.product
-
A generic security, defined in terms of the value of each tick.
- GenericSecurity.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
GenericSecurity. - GenericSecurityPosition - Class in com.opengamma.strata.product
-
A position in a security, where the security is embedded ready for mark-to-market pricing.
- GenericSecurityPosition.Builder - Class in com.opengamma.strata.product
-
The bean-builder for
GenericSecurityPosition. - GenericSecurityPosition.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
GenericSecurityPosition. - GenericSecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single
GenericSecurityPositionfor each of a set of scenarios. - GenericSecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
-
Creates an instance.
- GenericSecurityTrade - Class in com.opengamma.strata.product
-
A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
- GenericSecurityTrade.Builder - Class in com.opengamma.strata.product
-
The bean-builder for
GenericSecurityTrade. - GenericSecurityTrade.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
GenericSecurityTrade. - GenericSecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single
GenericSecurityTradefor each of a set of scenarios. - GenericSecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
-
Creates an instance.
- GenericVolatilitySurfacePeriodParameterMetadata - Class in com.opengamma.strata.pricer.common
-
Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
- GenericVolatilitySurfacePeriodParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common
-
The meta-bean for
GenericVolatilitySurfacePeriodParameterMetadata. - GenericVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.common
-
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
- GenericVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common
-
The meta-bean for
GenericVolatilitySurfaceYearFractionParameterMetadata. - get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
-
Gets a result.
- get(int) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the amount at the specified index.
- get(int) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the amount at the specified index.
- get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the value at the specified index in this array.
- get(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Gets the value at the specified index in this array.
- get(int) - Method in class com.opengamma.strata.collect.array.LongArray
-
Gets the value at the specified index in this array.
- get(int) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- get(int) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- get(int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns the FX rate for a scenario.
- get(int) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns a
MultiCurrencyAmountat the specified index. - get(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Gets the value at the specified scenario index.
- get(int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- get(int, int) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column index.
- get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the value at the specified row and column in this matrix.
- get(int, int, Class<T>) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column index, casting the result to a known type.
- get(int, ColumnName) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column name.
- get(int, ColumnName, Class<T>) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column name, casting the result to a known type.
- get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets a value by key.
- get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
- get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
- get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
- get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
- get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
- get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
- get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
- get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
- get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
- get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
- get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
- get(String) - Method in class com.opengamma.strata.calc.Column.Builder
- get(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
- get(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
- get(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
- get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
- get(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
- get(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
- get(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
- get(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
- get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
- get(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
- get(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
- get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
- get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
- get(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
- get(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
- get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.Bill.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
- get(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
- get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
- get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
- get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
- get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
- get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
- get(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
- get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
- get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
- get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
- get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
- get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
- get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
- get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
- get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
- get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
- get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
- get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets the value associated with the specified date.
- get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Gets the value associated with the specified date.
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the value of the specified unit.
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the value of the specified unit.
- getAbsoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Gets the absolute tolerance for the root finder.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.
- getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the accrual end date.
- getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the accrual end date.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
-
Gets the accrual factor.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the method of accruing Overnight interest.
- getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the method of accruing Overnight interest.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the accrual method using the fixed rate, defaulted to 'None'.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Obtains the accrual-on-default formula.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual periods that combine to form the payment period.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the accrual period schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg
-
Gets the accrual period schedule.
- getAccrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Gets the accrual start.
- getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the accrual start date.
- getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the accrual start date.
- getAction() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
Gets the action to perform if a clash occurs.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the additional spread added to the fixed rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the additional spread added to the price.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the addition convention to apply.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the addition convention to apply.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the business day adjustment that is to be applied to the unadjusted date.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the adjustment representing the change that occurs at each step.
- getAdjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Gets the shift type applied to the unadjusted value and the adjustment.
- getAdjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
Gets the shift type applied to the unadjusted value and the adjustment.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAlphaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the alpha (volatility level) curve.
- getAlphaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the alpha (volatility level) surface.
- getAmount() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the amount of the payment.
- getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount of the currency.
- getAmount() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the amount of the currency as an instance of
BigDecimal. - getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the known amount schedule.
- getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the notional amount.
- getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the
CurrencyAmountfor the specified currency, throwing an exception if not found. - getAmountOrZero(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the
CurrencyAmountfor the specified currency, returning zero if not found. - getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of currency amounts.
- getAmounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Gets the currency amounts, one per scenario.
- getAmounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Gets the multi-currency amounts, one per scenario.
- getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
Gets the leg amounts.
- getAmounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
Gets the amounts, identified by legal entity ID.
- getArbitrageHandling() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Obtains the arbitrage handling.
- getAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
-
Gets the attribute associated with the specified type.
- getAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
- getAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the attribute associated with the specified type.
- getAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
- getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets an attribute by name, throwing an exception if not found.
- getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the attributes.
- getAttributes() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the attributes associated with this failure.
- getAttributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the attributes.
- getAttributes() - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the position attributes.
- getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the security attributes.
- getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade attributes.
- getAttributeTypes() - Method in interface com.opengamma.strata.product.PortfolioItemInfo
-
Gets the attribute types that the info contains.
- getAttributeTypes() - Method in class com.opengamma.strata.product.PositionInfo
- getAttributeTypes() - Method in class com.opengamma.strata.product.TradeInfo
- getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains the set of available countries.
- getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains the set of configured currencies.
- getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains the set of configured currency pairs.
- getBarrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets the barrier description.
- getBarrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets the barrier description.
- getBarrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Gets the barrier level.
- getBarrierLevel(LocalDate) - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains the barrier level for a given observation date.
- getBarrierLevel(LocalDate) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
- getBarrierType() - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains the barrier type.
- getBarrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Gets the barrier type.
- getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the base currency of the pair.
- getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the base currency, positive if receiving, negative if paying.
- getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the discount factors for the base currency of the currency pair.
- getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the payment in the base currency, positive if receiving, negative if paying.
- getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the payment in the base currency, positive if receiving, negative if paying.
- getBaseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve
-
Gets the base curve.
- getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the beta (elasticity) curve.
- getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the beta (elasticity) curve.
- getBetaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the beta (elasticity) curve.
- getBetaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the beta (elasticity) surface.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the business day adjustment to apply.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the business day adjustment to apply to the start and end date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the business day adjustment to apply to the start date, end date and accrual schedule.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the business day adjustment to apply to the delivery date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment to apply to payment schedule dates.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the business day adjustment to apply to the start and end date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the business day adjustment to apply to the reference date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the business day adjustment to apply, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the business day adjustment to apply to each reset date.
- getBuySell() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets whether the CDS is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets whether the CDS index is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets whether the CDS is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets whether the CDS index is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets whether the term deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets whether the FRA is buy or sell.
- getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the byte source to access the resource.
- getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the interest rate accrual calculation.
- getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the interest rate accrual calculation.
- getCalculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the calculation functions.
- getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the calculation results.
- getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the calendar that defines holidays and business days.
- getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that defines the meaning of a day when performing the addition.
- getCalibrator() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Gets the calibrator.
- getCalibrator() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
-
Gets the curve calibrator.
- getCalibrator() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Obtains the calibrator.
- getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Gets the Ibor cap/floor leg of the product.
- getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Gets the Ibor cap/floor leg of the product.
- getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the optional caplet strike.
- getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the optional caplet strike.
- getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the periodic payments based on the successive observed values of an Ibor index.
- getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the cap schedule, optional.
- getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the cap schedule, optional.
- getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flow by index.
- getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flows.
- getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the category of this type.
- getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the type of the throwable that caused the failure, not present if it wasn't caused by a throwable.
- getCdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the CDS index identifier.
- getCdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the CDS index identifier.
- getCdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the CDS index identifier.
- getCells() - Method in class com.opengamma.strata.calc.Results
-
Gets the grid of results, stored as a flat list.
- getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
Gets the calculated cells.
- getCells() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the cells to be calculated.
- getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource using UTF-8.
- getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource specifying the character set.
- getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets a child element by index.
- getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child element with the specified name, throwing an exception if not found or more than one.
- getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements.
- getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- getChiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Gets the chi-square value.
- getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
-
Gets the CMS leg of the product.
- getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Gets the CMS leg of the product.
- getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the periodic payments based on the successive observed values of a swap index.
- getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Obtains the type of the CMS period.
- getCode() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the three letter ISO code.
- getCode() - Method in class com.opengamma.strata.basics.location.Country
-
Gets the two letter ISO code.
- getCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Gets the contract group code, as defined by the exchange.
- getCode() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Gets the short code for the type.
- getCode() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Gets the short code for the type.
- getCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the short code that describes the variant.
- getColumnCount() - Method in class com.opengamma.strata.calc.Results
-
Gets the number of columns in the results.
- getColumnCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of columns in the report table.
- getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the column headers.
- getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
-
Gets the report column headers.
- getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
- getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the column index of the value in the results grid.
- getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the column index of the cell in the results grid.
- getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the keys corresponding to the columns.
- getColumns() - Method in class com.opengamma.strata.calc.Results
-
Gets the column headers.
- getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the columns that will be calculated.
- getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the columns contained in the results.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the report columns, which may contain information required for formatting.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Gets the columns in the report.
- getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
- getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
- getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Gets the type of the data in each report column.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
- getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element content.
- getContractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
- getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the size of each contract.
- getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the ID of the contract specification from which this security is derived.
- getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the ID of the contract specification from which this security is derived.
- getContractSpecId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the ID of the contract specification from which this security is derived.
- getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the convention used to the adjust the date if it does not fall on a business day.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
-
Gets the market convention of the credit default swap.
- getConvention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Gets the market convention of the credit default swap.
- getConvention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Gets the market convention of the credit default swap.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the underlying Ibor fixing deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the underlying term deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the underlying FRA convention.
- getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the underlying FX Swap convention.
- getConvention() - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the market convention of the Ibor future.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the market convention of the swap.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the conversion factor for each bond in the basket.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the conversion factor for each bond in the basket.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the conversion factor for each bond in the basket.
- getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the counter currency of the pair.
- getCounterCurrency() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Get the counter currency of the underlying FX transaction.
- getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the counter currency, positive if receiving, negative if paying.
- getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the discount factors for the counter currency of the currency pair.
- getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the payment in the counter currency, positive if receiving, negative if paying.
- getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the payment in the counter currency, positive if receiving, negative if paying.
- getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the counterparty identifier, optional.
- getCountry() - Method in interface com.opengamma.strata.product.LegalEntity
-
Gets the country that the legal entity is based in.
- getCountry() - Method in class com.opengamma.strata.product.SimpleLegalEntity
-
Gets the country that the legal entity is based in.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Returns the set of currencies held within this matrix.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of stored currencies.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the set of currencies for which this object contains values.
- getCurrencies() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns the set of currencies for which this object contains values.
- getCurrencies() - Method in class com.opengamma.strata.product.PortfolioItemSummary
-
Gets the currencies of the item.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the currency of the payment.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the currency of the payment.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the currency of the index.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the currency of the floating rate.
- getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the currency of the Overnight index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in class com.opengamma.strata.calc.ColumnHeader
-
Gets the currency of the result.
- getCurrency() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Gets the currency if the type is 'Specific'.
- getCurrency() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve currency.
- getCurrency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the currency of the point sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- getCurrency() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
Gets the currency of the amounts.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the currency.
- getCurrency() - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.product.bond.Bill
- getCurrency() - Method in class com.opengamma.strata.product.bond.BillPosition
- getCurrency() - Method in class com.opengamma.strata.product.bond.BillSecurity
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the currency that the future is traded in.
- getCurrency() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the currency of the payment resulting from the period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Returns the currency of the bill.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the currency of the leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the currency of the leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the currency of the CDS.
- getCurrency() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the currency of the CDS index.
- getCurrency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the currency.
- getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the currency.
- getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Get the currency of the CDS.
- getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the currency of the CDS.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the primary currency, providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- getCurrency() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the currency of the trade.
- getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the currency of the position.
- getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
- getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the primary currency, providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurity
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the currency that the future is traded in, defaulted from the index if not set.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the currency that the option is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the currency that the future is traded in, defaulted from the index if not set.
- getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct
-
Gets the currency that the security is traded in.
- getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
-
Gets the currency of the position.
- getCurrency() - Method in interface com.opengamma.strata.product.Security
-
Gets the currency that the security is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the currency that the security is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the payment currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the currency of the event.
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the currency of the swap leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the primary currency of the swap leg.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the payment currency of the leg.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
-
Gets the currency of the payment resulting from the event.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the currency of the payment resulting from the period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the leg currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the currency of the leg from the index.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the currency of the swaption.
- getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the currency of the swaption.
- getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the currency pair of the index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the currency pair of the FX index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.market.FxRateShifts
-
Gets the currency pair for which the shifts are applied.
- getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the currencyPair.
- getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the currency pair.
- getCurrencyPair() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the currency pair that the rates are for.
- getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the currency pair for which the sensitivity is computed.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the currency pair for which the sensitivity is presented.
- getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the currency pair for which the data is valid.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the currency pair that describes the node.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxNdf
- getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.FxProduct
-
Gets the currency pair that the FX trade is based on, in conventional order.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the currency pair in conventional order.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the currency pair of the template.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the currency pair associated with the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the currency pair of the template.
- getCurve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Gets the Black volatility curve.
- getCurve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the underlying forward curve.
- getCurve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Gets the underlying curve.
- getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of curves.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets definitions which specify how the curves are calibrated.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
-
Gets the curve group name.
- getCurveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
-
Gets the metadata for the curve.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveId
-
Gets the curve name.
- getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
-
Gets the curve name.
- getCurveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve nodes.
- getCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Returns a map containing all the curves, keyed by curve name.
- getCurves(CurveGroupName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Returns a map containing all the curves, keyed by curve identifier.
- getCurveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve valuation date.
- getCutOffStrike() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
Gets the cut-off strike.
- getData() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the data.
- getData() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Gets the map of tenor to option data.
- getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the cashflow data table.
- getData() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the calculation results.
- getData(Tenor) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Gets the raw option data for a given tenor.
- getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
- getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
- getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Beta parameters to the raw data used for calibration.
- getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Beta parameters to the raw data used for calibration.
- getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Nu parameters to the raw data used for calibration.
- getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Nu parameters to the raw data used for calibration.
- getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Rho parameters to the raw data used for calibration.
- getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Rho parameters to the raw data used for calibration.
- getDataType() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the type of the raw data.
- getDate() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the date that the payment is made.
- getDate() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the date that the payment is made.
- getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the date of the schedule period boundary at which the change occurs.
- getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the date.
- getDate() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Gets the node date if the type is 'Fixed'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in interface com.opengamma.strata.market.param.DatedParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the date that the payment is made.
- getDateCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the optional date code, populated for Weekly and Daily.
- getDateOrder() - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the date order rules that apply to this node within the curve.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the sequence of dates that the future is based on.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the day count convention of the index.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the day count convention of the index, which is '1/1'.
- getDayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the day count.
- getDayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the dayCount.
- getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the day count convention used for the expiry.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Gets the day count to use.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Obtains day count convention.
- getDayCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- getDayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the day count convention used for the expiry.
- getDayCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the day count convention used for the expiry.
- getDayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the day count to use.
- getDayCount() - Method in class com.opengamma.strata.product.bond.Bill
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the day count of the period.
- getDayCount() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the day count convention applicable, providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the day count convention applicable, providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the day count convention applicable, providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the day count convention applicable, providing a default result if no override specified.
- getDayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Gets the number of days in the calculation period.
- getDayOfMonth() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the day-of-month that the roll convention implies.
- getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the number of days to be added.
- getDefaultFixedLegDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the default day count convention for the associated fixed leg.
- getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the default day count convention for the associated fixed leg.
- getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the default day count convention for the associated fixed leg.
- getDefaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
-
Gets the default local time.
- getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Gets the default underlying parameter.
- getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Gets the default underlying parameter.
- getDefaultTenor() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets a default tenor applicable for this floating rate.
- getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
-
Gets the invalid schedule definition.
- getDeformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Gets the deformation function.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the basket of deliverable bonds.
- getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the delivery date.
- getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the delivery date.
- getDelta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the delta of the different data points.
- getDelta() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets delta values.
- getDeltaFull() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Computes full delta for all strikes including put delta absolute value.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the period between the start date and the end date.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the period between the start date and the end date.
- getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivative of the variable with respect to an input.
- getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the derivative function.
- getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the derivative function.
- getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivatives of the variable with respect to some inputs.
- getDescription() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the human readable description of the product.
- getDescription() - Method in class com.opengamma.strata.product.PortfolioItemSummary
-
Gets the description of the item.
- getDescription() - Method in class com.opengamma.strata.product.ProductType
-
Gets the human-readable description of the type.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the detachment date.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the detachment date.
- getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
Gets the currencies for which the curve provides discount rates.
- getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the set of currencies that discount factors are provided for.
- getDiscountCurrencies() - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the set of currencies that discount factors are provided for.
- getDiscountCurrencies() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- getDiscountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Gets the discount curves in the group, keyed by currency.
- getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the discount curves, defaulted to an empty map.
- getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the discount factor.
- getDiscountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the discount factor.
- getDiscountFactorAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains discount factor between the
i-th layer to the(i+1)-th layer. - getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Gets the underlying discount factor curve.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Gets the underlying discount factor curve.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the method to use for discounting.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the method to use for discounting, providing a default result if no override specified.
- getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the identifiers used to obtain the discount factors for the specified currency.
- getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the earliest date contained in this time-series.
- getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the earliest date contained in this time-series.
- getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the effective date of the investment implied by the fixing date.
- getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the effective date of the investment implied by the fixing date.
- getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the effective protection end date of the period.
- getEffectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the effective protection start date of the period.
- getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the end date, which is the end of the last schedule period.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the end date of this period, used for financial calculations such as interest accrual.
- getEndDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the end date of the period.
- getEndDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Gets the end date.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the last date of the rate calculation period.
- getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the last date of the rate calculation period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Obtains the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the accrual end date of the swap.
- getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the accrual end date of the swap.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the end date of the period.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the end date.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Gets the observation at the end.
- getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the observation for interpolation at the end.
- getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation for interpolation at the end.
- getEntries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets the configuration for building the curves in the group.
- getError() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the measurement error of the option data.
- getEventPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Gets the underlying leg pricer.
- getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Gets the exchange identifier.
- getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the ID of the exchange where the instruments derived from the product are traded.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets ex-coupon period.
- getExpiries() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- getExpiries() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the expiries associated with the volatility term.
- getExpiries() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the expiry values.
- getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the time to expiry associated with the data.
- getExpiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the expiry of the option.
- getExpiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the year-month of the expiry.
- getExpiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the year-month of the expiry.
- getExpiry() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the year-month of the expiry.
- getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the expiry of the option.
- getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date-time.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date of the option.
- getExpiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the offset of the expiry date from the delivery date.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry time of the option.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the time-zone of the expiry time.
- getExternalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the left extrapolator for the SABR parameter curves.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the left extrapolator for the SABR parameters.
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
- getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the right extrapolator for the SABR parameter curves.
- getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the right extrapolator for the SABR parameters.
- getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
-
Returns the details of the failure.
- getFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the failure instance indicating the reason why the calculation failed.
- getFailures() - Method in class com.opengamma.strata.collect.result.FailureItems
-
Gets the failures.
- getFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Gets the failure items.
- getFarForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the identifier of the market data value which provides the FX forward points.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the later date.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Gets the foreign exchange transaction at the later date.
- getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header.
- getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern.
- getFieldName() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in class com.opengamma.strata.market.observable.QuoteId
-
Gets the field name in the market data record that contains the market data item.
- getFilter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
- getFinalFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the fixing date time of the final caplet/floorlet period.
- getFinalPeriod() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the final caplet/floorlet period.
- getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the final stub if it exists.
- getFinalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the final stub, optional.
- getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in final stub, optional.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the first element in this triple.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first delivery date.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the first delivery date.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the first delivery date.
- getFirstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the offset of the first fixing date from the first adjusted reset date, optional.
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the initial value of the index, optional.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first notice date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the first notice date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the first notice date.
- getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the first schedule period.
- getFirstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate of the first reset period, which may be a stub, optional.
- getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate of the first regular reset period, optional.
- getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- getFirstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.
- getFirstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the first date in the sequence.
- getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Gets the fixed curve.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the fixed interest rate to be paid.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the fixed rate for the fixing date, optional.
- getFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Gets the fixed rate to use in the stub.
- getFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the fixed rate to use in the stub.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the calendar that the index uses.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Gets the resolved calendar that the index uses.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the resolved calendar that the index uses.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Gets the resolved calendar that the index uses.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the resolved calendar that the index uses.
- getFixingCalendar() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Obtains the resolved calendar that the index uses.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the fixing date of the underlying future.
- getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the fixing date of the index.
- getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the applicable fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Gets the fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the fixing date.
- getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the adjustment applied to the maturity date to obtain the fixing date.
- getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the adjustment applied to the maturity date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the offset of the FX reset fixing date from each adjusted accrual date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
- getFixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the fixing date offset, in days, optional.
- getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the fixing date-time of the index.
- getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the fixing month.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the base date that each fixing is made relative to, optional with defaulting getter.
- getFixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
-
Gets the monthly time-series of fixings.
- getFixings() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Gets the time-series of fixings for the index.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the monthly time-series of fixings.
- getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Gets the list of fixings.
- getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time.
- getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the fixing time.
- getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the fixing time of the index.
- getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time-zone.
- getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the time-zone of the fixing time.
- getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the time-zone of the fixing time.
- getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the floating rate of interest.
- getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the floating rate of interest.
- getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the floating rate name for this index.
- getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
- getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the optional floorlet strike.
- getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the optional floorlet strike.
- getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the floor schedule, optional.
- getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the floor schedule, optional.
- getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the forecast value of the cash flow.
- getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the formatter to use to convert this type into a string.
- getForward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the forward rate.
- getForward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the forward rate.
- getForward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the underlying swap forward rate.
- getForwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Gets the forward curves in the group, keyed by index.
- getForwardIndices() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the set of indices that forward rates are provided for.
- getForwardMarketDataIds(Index) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the identifiers used to obtain the forward rates for the specified index.
- getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the FpML root element.
- getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the periodic frequency of the schedule period.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the regular periodic frequency to use.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the periodic frequency used when building the schedule.
- getFrequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the frequency of the sequence.
- getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the frequency of the bond payments.
- getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the frequency of the bond payments.
- getFunction() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the function that will calculate the value.
- getFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Gets the function that handles the specified target.
- getFunctions() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the calculation functions.
- getFuture() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
A future providing asynchronous notification when the results are available.
- getFutureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the expiry date of the underlying future.
- getFuturePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the underlying future price.
- getFuturePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the underlying future price.
- getFutureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the future value notional.
- getFxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Gets the underlying FX forward rates.
- getFxForwardRates() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the underlying FX forward rates.
- getFxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the identifier used to obtain the FX rate market value, defaulted from the template.
- getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the identifier used to obtain the FX rate market value, defaulted from the template.
- getFxRateLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the underlying FX lookup.
- getFxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the provider of FX rates.
- getFxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the provider of foreign exchange rates.
- getFxRatesSource() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Gets the source of market data for FX rates.
- getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the FX reset definition, optional.
- getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the FX reset definition, optional.
- getFxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the FX reset definition, optional.
- getFxResetObservation() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
-
Gets the FX reset observation, optional.
- getFxResetObservation() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the gearing multiplier, defaulted to 1.
- getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the column header.
- getIborIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- getIborIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of Ibor indices that are available.
- getIborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the market convention of the floating leg.
- getIborLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the market convention of the Ibor leg.
- getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the rate to be observed.
- getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the Ibor rate observation.
- getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the identifier for the calendar.
- getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the identifier, such as 'GBLO'.
- getId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
Gets the market data key identifying the quote.
- getId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the ID of this contract specification.
- getId() - Method in interface com.opengamma.strata.product.PortfolioItem
-
Gets the primary identifier for the portfolio item, optional.
- getId() - Method in interface com.opengamma.strata.product.PortfolioItemInfo
-
Gets the primary identifier for the portfolio item, optional.
- getId() - Method in class com.opengamma.strata.product.PortfolioItemSummary
-
Gets the identifier of the item, optional.
- getId() - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the primary identifier for the position, optional.
- getId() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the security identifier.
- getId() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the primary identifier for the trade, optional.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Gets the identifier, which is the label.
- getIdentifier() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
Gets the identifier, which is the label.
- getIdentifier() - Method in interface com.opengamma.strata.market.param.ParameterMetadata
-
Returns an object used to identify the parameter.
- getIdentifier() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the identifier, which is the year-month.
- getIdentifier() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
- getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
- getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- getIds() - Method in class com.opengamma.strata.data.ImmutableMarketData
- getIds() - Method in interface com.opengamma.strata.data.MarketData
-
Gets the market data identifiers.
- getIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- getIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the market data identifiers.
- getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation
-
Gets the index to be observed.
- getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the FX index that the sensitivity refers to.
- getIndex() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the index of the underlying future for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Gets the index of the underlying future.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
-
Gets the index that the values are for.
- getIndex() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the Ibor index that the sensitivity refers to.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the Ibor index that the sensitivity refers to.
- getIndex() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the Overnight index that the sensitivity refers to.
- getIndex() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the index that the values are for.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the Ibor index of the leg.
- getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the swap index.
- getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the swap index.
- getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the swap index of the leg.
- getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the index defining the FX rate to observe on the fixing date.
- getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the underlying Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the Ibor index that the option is based on.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the underlying Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the underlying Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the underlying Overnight index.
- getIndex() - Method in interface com.opengamma.strata.product.index.RateIndexSecurity
-
Get the rate index.
- getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the Ibor index that the future is based on.
- getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the Ibor index that the option is based on.
- getIndex() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the Overnight index that the future is based on.
- getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the underlying index.
- getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the Overnight index.
- getIndex() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Obtains the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the FX index used to obtain the FX reset rate.
- getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the Ibor index to be used for the stub.
- getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the index of prices.
- getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the index of the underlying swap.
- getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the index of the underlying swap.
- getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets reference price index calculation method.
- getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets reference price index calculation method.
- getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the forward curves, defaulted to an empty map.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the second Ibor index to be used for linear interpolation, optional.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the second Ibor index to be used for the stub, linearly interpolated.
- getIndexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
- getIndices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
Gets the indices for which the curve provides forward rates.
- getIndices(Class<T>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
Gets the subset of indices matching the specified type for which the curve provides forward rates.
- getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the additional curve information.
- getInfo() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Gets the additional information.
- getInfo() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the additional surface information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BillPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BillTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.dsf.DsfPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFuturePosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
Gets the additional information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in interface com.opengamma.strata.product.PortfolioItem
-
Gets the additional information about the portfolio item.
- getInfo() - Method in interface com.opengamma.strata.product.Position
-
Gets the standard position information.
- getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade
-
Gets the standard information.
- getInfo() - Method in interface com.opengamma.strata.product.Security
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in interface com.opengamma.strata.product.Trade
-
Gets the standard trade information.
- getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets curve information of a specific type.
- getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- getInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- getInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets surface information of a specific type.
- getInitialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the initial guess values for the curve parameters.
- getInitialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the initial notional value, specified in the payment currency.
- getInitialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the initial parameter values used in calibration.
- getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the initial stub if it exists.
- getInitialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the initial stub, optional.
- getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in initial stub, optional.
- getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the initial value.
- getIntegrationsPoints(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
-
Combines the discount curve nodes and credit curve nodes.
- getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the accrued interest.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the interpolator.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the interpolator used to find points on the curve.
- getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the underlying interpolator.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the interpolator for the caplet volatilities.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the interpolator for the SABR parameter curves.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the interpolator for the SABR parameters.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the interpolator for the caplet volatilities.
- getInterpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the interpolator for the alpha, rho and nu surfaces.
- getIssuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the groups used to find an issuer curve by legal entity.
- getIssuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Gets the issuer curves in the curve group, keyed by legal entity group and currency.
- getIssuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the issuer curves, keyed by group and currency.
- getItems() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the set of failure items.
- getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the inverse Jacobian matrix produced during curve calibration.
- getKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains the knock type.
- getKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Gets the knock type.
- getKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Gets the known amount to pay/receive for the stub.
- getKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the known amount to pay/receive for the stub.
- getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the label to use for the node, may be empty.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
- getLabel() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets a label describing the strike.
- getLabel() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in interface com.opengamma.strata.market.param.ParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the label that describes the parameter, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Gets the label that describes the parameter, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the label that describes the parameter, defaulted to the year-month.
- getLabel() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
- getLabel() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Gets the label that describes the node.
- getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the positive period between the price index and the accrual date, typically a number of months.
- getLag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the positive period between the price index and the accrual date, typically a number of months.
- getLambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets penalty intensity parameter for expiry dimension.
- getLambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets penalty intensity parameter for strike dimension.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last delivery date.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last delivery date.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last delivery date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last notice date.
- getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the last schedule period.
- getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
- getLastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the optional end date of the last regular payment schedule period, which is the start date of the final stub.
- getLastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the last date in the sequence.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the last date of trading, which is the same as the fixing date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the last date of trading.
- getLastVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the last volatility of the volatility parameters.
- getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the latest date contained in this time-series.
- getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the latest date contained in this time-series.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first pay or receive leg of the swap.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay or receive leg of the swap.
- getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the legal entity group.
- getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the legal entity group.
- getLegalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Gets the standard identifier of a legal entity.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.Bill
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity
-
Get the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in interface com.opengamma.strata.product.LegalEntity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.SimpleLegalEntity
-
Gets the legal entity identifier.
- getLegalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the legal entity identifiers.
- getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the legal entity identifiers.
- getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the legal entity identifiers.
- getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Gets the underlying leg pricer.
- getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the legs of the swap.
- getLegs() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the legs of the swap with the specified type.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap with the specified type.
- getLocalTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
-
Gets the local time.
- getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the string form of the locator.
- getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Gets the longer Ibor index observation.
- getLongQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the long quantity of the security.
- getLongShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets whether the option is long or short.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the lookup that provides access to bond future volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Gets the lookup that provides access to bond future volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the lookup that provides access to repo and issuer curves.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Gets the lookup that provides access to repo and issuer curves.
- getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the lookup that provides access to cap/floor volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Gets the lookup that provides access to cap/floor volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the lookup that provides access to credit, discount and recovery rate curves.
- getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Gets the lookup that provides access to credit, discount and recovery rate curves.
- getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the lookup that provides access to FX options volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Gets the lookup that provides access to FX options volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the lookup that provides access to Ibor future option volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Gets the lookup that provides access to Ibor future option volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the lookup that provides access to discount curves and forward curves.
- getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Gets the lookup that provides access to discount curves and forward curves.
- getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the lookup that provides access to swaption volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Gets the lookup that provides access to swaption volatilities.
- getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets the map of explanatory values.
- getMappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Gets the market data filters and perturbations that define the scenarios.
- getMarketData() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Gets the market data that provides the FX rates.
- getMarketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Gets the market data.
- getMarketDataId() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
-
Gets the market data identifier of the market data value.
- getMarketDataId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Returns the type of market data ID handled by this filter.
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
-
Returns the type of market data ID this function can handle.
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
- getMarketDataName() - Method in interface com.opengamma.strata.data.NamedMarketDataId
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.market.curve.CurveId
- getMarketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
- getMarketDataName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
- getMarketDataName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
- getMarketDataName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
- getMarketDataName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
- getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Gets the type of market data handled by this mapping.
- getMarketDataType() - Method in class com.opengamma.strata.data.FxMatrixId
- getMarketDataType() - Method in class com.opengamma.strata.data.FxRateId
- getMarketDataType() - Method in interface com.opengamma.strata.data.MarketDataId
-
Gets the type of data this identifier refers to.
- getMarketDataType() - Method in class com.opengamma.strata.data.MarketDataName
-
Gets the type of data this name refers to.
- getMarketDataType() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the type of data this identifier refers to, which is a
double. - getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the type of the market data value used in each scenario.
- getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
-
Returns the market data type that the perturbation changes.
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveId
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveName
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
- getMarketDataType() - Method in class com.opengamma.strata.market.FxRateShifts
- getMarketDataType() - Method in class com.opengamma.strata.market.GenericDoubleShifts
- getMarketDataType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
- getMarketDataType() - Method in class com.opengamma.strata.market.param.PointShifts
- getMarketDataType() - Method in class com.opengamma.strata.market.surface.SurfaceName
- getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
- getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
- getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
- getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
- getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
- getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
- getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
- getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
- getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
- getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the date of the transfer implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the maturity date of the investment implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the maturity date of the investment implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the maturity date.
- getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the adjustment applied to the fixing date to obtain the maturity date.
- getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the adjustment applied to the fixing date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Gets the maximum number of steps for the root finder.
- getMeanReversion() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the mean reversion speed parameter.
- getMeasure() - Method in class com.opengamma.strata.calc.Column
-
Gets the measure to be calculated.
- getMeasure() - Method in class com.opengamma.strata.calc.ColumnHeader
-
Gets the measure that was calculated.
- getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the measure to be calculated.
- getMeasures() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the set of measures that will be calculated by this task.
- getMeasures() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Gets the measures.
- getMeasures() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
-
Gets the market quote measures.
- getMessage() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the error message associated with the failure.
- getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the error message associated with the failure.
- getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- getMetadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- getMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the surface metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface metadata.
- getMethod() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
Gets the cash settlement method.
- getMinGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
Gets the minimum gap between two curve nodes, measured in calendar days.
- getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the number of digits in the minor unit.
- getModel() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Returns a Hull-White one-factor model.
- getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the value used to modify the base value.
- getMu() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
Gets the tail thickness parameter.
- getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Gets the name that uniquely identifies this sequence.
- getName() - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the name that identifies this calendar.
- getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the name that uniquely identifies this calendar.
- getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the name that uniquely identifies this floating rate.
- getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the index name, such as 'EUR/GBP-ECB'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the index name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the index name, such as 'GBP-SONIA'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the index name, such as 'GB-HICP'.
- getName() - Method in interface com.opengamma.strata.basics.index.Index
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.calc.Column
-
Gets the column name.
- getName() - Method in class com.opengamma.strata.calc.ColumnHeader
-
Gets the column name.
- getName() - Method in class com.opengamma.strata.calc.ImmutableMeasure
-
Gets the measure name.
- getName() - Method in interface com.opengamma.strata.calc.Measure
-
Gets the name that uniquely identifies this measure.
- getName() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element name.
- getName() - Method in interface com.opengamma.strata.collect.named.Named
-
Gets the unique name of the instance.
- getName() - Method in interface com.opengamma.strata.collect.named.NamedEnum
-
Gets the unique name of the instance.
- getName() - Method in class com.opengamma.strata.collect.TypedString
-
Gets the name.
- getName() - Method in class com.opengamma.strata.data.MarketDataName
-
Gets the market data name.
- getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Gets the name that uniquely identifies this parser.
- getName() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.CurveGroup
-
Gets the name of the curve group.
- getName() - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveName
- getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
-
Gets the name that uniquely identifies this extrapolator.
- getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Gets the name that uniquely identifies this interpolator.
- getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- getName() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.param.ParameterSize
-
Gets the name of the market data.
- getName() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface name.
- getName() - Method in class com.opengamma.strata.market.surface.SurfaceName
- getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the name.
- getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the name of the volatilities.
- getName() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
-
Gets the name of a set of FX option volatilities.
- getName() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- getName() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
- getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the name of the volatilities.
- getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
- getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the name.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Gets the name of the set of measures.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the name of the volatilities.
- getName() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
- getName() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
- getName() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- getName() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- getName() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the name.
- getName() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the name of the volatilities.
- getName() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
- getName() - Method in class com.opengamma.strata.product.common.CcpId
-
Returns the code identifying the CCP.
- getName() - Method in class com.opengamma.strata.product.common.ExchangeId
-
Returns the Market Identifier Code (MIC) identifying the exchange.
- getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention name.
- getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the convention name, such as 'GBP-Deposit-ON'.
- getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
- getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
- getName() - Method in interface com.opengamma.strata.product.LegalEntity
-
Gets the name of the legal entity.
- getName() - Method in class com.opengamma.strata.product.SimpleLegalEntity
-
Gets the legal entity name.
- getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the index name.
- getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the convention name.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts
-
Gets indices of each parameter, keyed by an object identifying the node.
- getNodes() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the nodes that define the curve.
- getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the nodes in the curve.
- getNodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the nodes of the underlying instruments.
- getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the nodes.
- getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the nodes in the FX option volatilities.
- getNodes() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
-
Gets the volatilities nodes.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the nominal payment of the product.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the nominal payment of the product.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the non-deliverable currency.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the non-deliverable currency.
- getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getNotional() - Method in class com.opengamma.strata.product.bond.Bill
-
Gets the adjustable notional payment of the bill notional, the amount must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Gets the adjustable notional payment of the bill notional, the amount must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the notional amount, must be non-zero.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Gets the notional payment of the bill notional, the amount must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the notional.
- getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the notional.
- getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the notional of the futures.
- getNotional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the notional.
- getNotional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the notional of the futures.
- getNotional() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the amount of the notional.
- getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
-
The notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the notional schedule.
- getNuCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the nu (volatility of volatility) curve.
- getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Obtains number of time steps.
- getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the number of time steps.
- getNuSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the nu (volatility of volatility) surface.
- getObservableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getObservableId() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Get the observable ID.
- getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the quoted value.
- getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the quoted value.
- getObservableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns a key identifying the market quote for an observable FX rate.
- getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getObservableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the source of market data for FX, quotes and other observable market data.
- getObservableSource() - Method in class com.opengamma.strata.data.FxMatrixId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.data.FxRateId
-
Gets the source of observable market data.
- getObservableSource() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the source of market data from which the market data should be retrieved.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.observable.QuoteId
-
Gets the source of observable market data.
- getObservableSource() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the observable source.
- getObservation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the FX rate observation.
- getObservation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the Ibor index observation.
- getObservation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the Price index observation.
- getObservation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the Overnight rate observation.
- getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX index observation.
- getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the Ibor index observation to use to determine a rate for the reset period.
- getObservation() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the underlying index observation.
- getObservation() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index observation.
- getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the FX index observation.
- getOmega() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Gets the omega value.
- getOptionType() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the optional option type, 'American' or 'European', populated for Flex Options.
- getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the curve order.
- getOrder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the sensitivity order.
- getOriginalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Gets the original surface.
- getOurPartyHrefIds() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the party href/id references representing "our" party.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets the currencies in the calculation results.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the currencies used in the calculation results.
- getOvernightIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- getOvernightIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of Overnight indices that are available.
- getOvernightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the market convention of the floating leg.
- getOvernightLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the market convention of the overnight leg.
- getOvernightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the Overnight rate observation.
- getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first schedule period, overriding normal schedule generation.
- getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the currency pair.
- getPair() - Method in class com.opengamma.strata.data.FxRateId
-
Gets the currency pair that is required.
- getPair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Gets the currency pair.
- getParameter(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- getParameter(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Gets the value of the parameter at the specified index.
- getParameter(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Gets the value of the parameter at the specified index.
- getParameter(int) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- getParameter(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- getParameter(int) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- getParameter(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- getParameter(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- getParameter(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- getParameter(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- getParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Returns the parameter that matches the specified query type throwing an exception if not available.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CombinedCurve
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantCurve
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- getParameterCount() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the number of parameters.
- getParameterCount() - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantSurface
- getParameterCount() - Method in class com.opengamma.strata.market.surface.DeformedSurface
- getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- getParameterCount() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
-
Gets the number of parameters.
- getParameterCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- getParameterCount() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- getParameterCount() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- getParameterCount() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- getParameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the nodes of SABR parameter curves.
- getParameterKeys() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Obtains the parameter keys of the underlying curve.
- getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Obtains the parameter keys of the underlying curve.
- getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets metadata about each parameter underlying the curve, optional.
- getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the parameter metadata of the curve, defaulted to empty metadata instances.
- getParameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the list of parameter metadata.
- getParameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the list of parameter metadata.
- getParameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the list of parameter metadata.
- getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets metadata about each parameter underlying the surface, optional.
- getParameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the parameterMetadata.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.Curve
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the parameter metadata at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the parameter metadata at the specified index.
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the parameter metadata at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.Surface
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- getParameters() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the calculation parameters, used to control the how the calculation is performed.
- getParameters() - Method in class com.opengamma.strata.calc.Column
-
Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.
- getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Gets the parameters, keyed by query type.
- getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the additional parameters.
- getParameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the array of parameters for the curve function.
- getParameters() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Gets the underlying parameters, keyed by target type.
- getParameters() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Gets the underlying parameters, keyed by counterparty ID.
- getParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the SABR model parameters.
- getParameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the Hull-White model parameters.
- getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the SABR model parameters.
- getParameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the split of parameters between the underlying parameterized data.
- getParameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the split of parameters between the underlying parameterized data.
- getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of party identifiers keyed by href/id reference.
- getPayCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the currency amount in which the amount is paid.
- getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first pay leg of the swap.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay leg of the swap.
- getPayLegPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Gets the pay leg pricer.
- getPayment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the payment.
- getPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
-
Gets the payment of the settlement.
- getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Gets the payment to be made.
- getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the payment.
- getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the payment.
- getPayment() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the notional exchange payment.
- getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the payment amount.
- getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the payment date.
- getPaymentDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the last payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Returns the date that the transaction settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
-
Gets the date that the payment is made.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the date that the payment is made.
- getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the payment date adjustment, optional.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the offset of payment from the base calculation period date, defaulted to 'None'.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the payment date from the start date, providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the offset of payment from the base date, providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the offset of payment from the base date, providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the offset of payment from the base date, providing a default result if no override specified.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the additional payment events that are associated with the swap leg.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the payment events that are associated with the swap leg.
- getPaymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the periodic frequency of payments, optional with defaulting getter.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the periodic frequency of payments.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the periodic frequency of payments.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of payments, providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of payments, providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of payments, providing a default result if no override specified.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the payment on default.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the periodic payments based on the fixed rate.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the periodic payments based on the fixed rate.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Gets the payment pricer.
- getPaymentPricer() - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Gets the underlying payment pricer.
- getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the periodic payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the periodic payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the payment period schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the payment schedule.
- getPaymentSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg
-
Gets the payment period schedule.
- getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets whether the payment is to be paid or received.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets whether the leg is pay or receive.
- getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the period to be added.
- getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the underlying period of the tenor.
- getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the underlying period of the frequency.
- getPeriod() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Gets the period of the surface node.
- getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets a schedule period by index.
- getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule period.
- getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Finds the period end date given a date in the period.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the periodic payments of the product.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the periodic payments of the product.
- getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the index of the schedule period boundary at which the change occurs.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Obtains the period pricer.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Obtains the underlying period pricer.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Gets the underlying leg pricer.
- getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the schedule periods.
- getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the end date.
- getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the far date.
- getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the near date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Gets perturbation that should be applied to market data as part of a scenario.
- getPortfolioItemType() - Method in class com.opengamma.strata.product.PortfolioItemSummary
-
Gets the type of the item.
- getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the premium of the swaption.
- getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the premium of the swaption.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the style of the option premium.
- getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the present value of the cash flow.
- getPrice() - Method in class com.opengamma.strata.product.bond.BillTrade
-
Gets the price at which the bill was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the clean price at which the bond was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
-
Gets the price that was traded.
- getPrice() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the price agreed when the trade occurred.
- getPrice() - Method in class com.opengamma.strata.product.TradedPrice
-
Gets the price at which the trade was agreed.
- getPriceIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- getPriceIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of Price indices that are available.
- getPriceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the information about the security price.
- getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the information about the security price.
- getPricer() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Gets the pricer.
- getProbabilityAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the transition probability values at the
i-th time layer. - getProduct() - Method in class com.opengamma.strata.product.bond.BillPosition
-
Gets the bill that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BillTrade
-
Gets the bill that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
Gets the resolved bill product.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the resolved capital indexed bond product.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the resolved fixed coupon bond product.
- getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the cap/floor product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the resolved Ibor cap/floor product.
- getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the CMS product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the resolved CMS product.
- getProduct() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Gets the CDS index product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the CDS product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Gets the resolved CDS index product.
- getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the resolved CDS product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Gets the resolved Ibor Fixing Deposit product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Gets the resolved Term Deposit product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the term deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.dsf.DsfPosition
-
Gets the DSF that was traded.
- getProduct() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the FRA product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Gets the resolved FRA product.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the FX swap product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.fx.FxTrade
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Gets the resolved Non-Deliverable Forward (NDF) product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Gets the resolved single FX product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Gets the resolved FX swap product.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Gets the FX option product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Gets the FX option product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Gets the resolved barrier FX option product.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Gets the resolved vanilla FX option product.
- getProduct() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- getProduct() - Method in class com.opengamma.strata.product.GenericSecurityTrade
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFuturePosition
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Gets the resolved bullet payment product.
- getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
-
Gets the product of the security that was traded.
- getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Gets the resolved Swap product.
- getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the resolved Swaption product.
- getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the swaption product that was agreed when the trade occurred.
- getProductPricer() - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Gets the underlying product pricer.
- getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Gets the underlying product pricer.
- getProductType() - Method in class com.opengamma.strata.product.PortfolioItemSummary
-
Gets the type of the product.
- getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Gets all the key-value properties of this file.
- getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the protection end date.
- getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the protection end date.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the protection start of the day.
- getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the date that the rate implied by the fixing date is published.
- getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the publication frequency of the index.
- getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the frequency that the index is published.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets put or call.
- getPutCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets whether the option is a put or call.
- getPutCall() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Returns the put/call flag.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets whether the option is put or call.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
- getQuantity() - Method in class com.opengamma.strata.product.bond.BillTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
Gets the quantity, indicating the number of bond contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the quantity, indicating the number of bond contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the quantity, indicating the number of bond contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in interface com.opengamma.strata.product.Position
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity
-
Gets the quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the quantity that was traded.
- getQueryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Gets the parameter query type.
- getQueryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Gets the parameter query type.
- getQuote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
Gets the CDS quote.
- getQuote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
Gets the CDS index quote.
- getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the market quote convention.
- getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the market quote convention.
- getQuoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote
-
Gets the CDS quote convention.
- getQuotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote
-
Gets the quoted value.
- getQuoteId() - Method in class com.opengamma.strata.market.observable.Quote
-
Gets the identifier of the quoted value.
- getQuoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the quote ID.
- getQuotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
Gets the values of the quotes.
- getQuoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the value type of the quote.
- getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the fixed rate of interest.
- getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the fixed interest rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
-
Gets the fixed rate for overnight compounding.
- getRate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
-
Gets the fixed rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the interest rate to be paid.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the inflation rate calculation.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the inflation rate calculation.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the inflation rate calculation.
- getRateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the rate to be computed.
- getRateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the rate to be computed.
- getRateComputationFn() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Obtains the rate computation function.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the number of digits in the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the identifier of the market data value which provides the price.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the matrix with all the exchange rates.
- getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the rate of real coupon.
- getReason() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the reason associated with the failure.
- getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the reason associated with the failure.
- getRebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
- getRebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first receive leg of the swap.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first receive leg of the swap.
- getRecoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Gets the recovery rate.
- getReferenceCounterCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the currency counter to the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the reference currency, as defined in the contract.
- getReferenceData() - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Gets the reference data being used.
- getReferenceData() - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Gets the reference data being used.
- getReferenceData() - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Gets the reference data being used.
- getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the reference data.
- getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the reference data.
- getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in interface com.opengamma.strata.basics.ReferenceDataId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in class com.opengamma.strata.product.LegalEntityId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId
-
Gets the type of data this identifier refers to.
- getReferenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the date to query the rate for.
- getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the reference map of id to element.
- getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of href/id references.
- getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the region of the index.
- getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the region that the index is defined for.
- getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the regular schedule periods.
- getRelativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Gets the relative tolerance for the root finder.
- getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the tokens remaining in the expression after evaluation.
- getRepoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the groups used to find a repo curve by legal entity.
- getRepoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Gets the repo curves in the curve group, keyed by repo group and currency.
- getRepoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the repo curves, keyed by group and currency.
- getRepoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the groups used to find a repo curve by security.
- getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the repo group.
- getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the repo group.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the reporting currency, used to control currency conversion.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.Column
-
Gets the reporting currency, used to control currency conversion, optional.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the reporting currency.
- getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
- getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
Gets the type of report handled by this loader.
- getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
- getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the periodic frequency of reset dates.
- getResetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the rate reset method, defaulted to 'Unweighted'.
- getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the reset schedule, used when averaging rates, optional.
- getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the result of the calculation.
- getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the result of evaluating the expression against the object.
- getResult(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the result of the calculation, casting the result to a known type.
- getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that will be applied to the result.
- getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the rho (correlation) curve.
- getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the rho (correlation) curve.
- getRhoCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the rho (correlation) curve.
- getRhoSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the rho (correlation) surface.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to roll dates.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the roll convention used when building the schedule.
- getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the roll convention of the bond payments.
- getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the roll convention of the bond payments.
- getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention defining how to roll dates, optional with defaulting getter.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to roll dates, providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to roll dates, providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to roll dates, providing a default result if no override specified.
- getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the root element of this file.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRowCount() - Method in class com.opengamma.strata.calc.Results
-
Gets the number of rows in the results.
- getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- getRowCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of rows in the report table.
- getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the row index of the value in the results grid.
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the index of the row in the grid of results.
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the row index of the cell in the results grid.
- getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the instant at which the report was run.
- getRunInstant() - Method in interface com.opengamma.strata.report.Report
-
Gets the instant at which the report was run, which is independent of the valuation date.
- getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the instant at which the report was run.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the SABR formula.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the SABR formula.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the SABR volatility formula.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the SABR volatility formula.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns the number of scenarios for which this mapping can generate data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the number of scenarios for which this box contains data.
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns the number of currency values for each currency.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
-
Returns the number of scenarios for which this perturbation generates data.
- getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- getScenarioCount() - Method in class com.opengamma.strata.market.FxRateShifts
- getScenarioCount() - Method in class com.opengamma.strata.market.GenericDoubleShifts
- getScenarioCount() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- getScenarioCount() - Method in class com.opengamma.strata.market.param.PointShifts
- getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
-
Gets the type of the object containing the market data for all scenarios.
- getScenarioMarketDataType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Gets the names of the scenarios.
- getScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the market data value containing data for multiple scenarios.
- getScenarioValue(ScenarioMarketDataId<T, U>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets an object containing market data for multiple scenarios.
- getScheme() - Method in class com.opengamma.strata.basics.StandardId
-
Gets the scheme that categorizes the identifier value.
- getSeasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Gets describes the monthly seasonal adjustments.
- getSeasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets definitions which specify which seasonality should be used for some price index curves.
- getSeasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
Gets the month on month adjustment.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the second element in this triple.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the security that was traded.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the security that was traded.
- getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the underlying ETD security.
- getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the security that was traded.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.Bill
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BillPosition
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- getSecurityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurity
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.Position
-
Gets the identifier of the underlying security.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
- getSecurityId() - Method in interface com.opengamma.strata.product.Security
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the identifier of the underlying security.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the identifier of the security that was traded.
- getSensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the immutable list of point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
Gets the sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
Gets the sensitivities.
- getSensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the point sensitivity value.
- getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns the sensitivity to the market data specified by
name. - getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Gets a single sensitivity instance by name.
- getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity(MarketDataName<?>, MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets a single sensitivity instance by names and currency.
- getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the parameter sensitivity function.
- getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the parameter sensitivity function.
- getSensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the type of the sensitivity.
- getSensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the type of the sensitivity.
- getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
Gets the settlement details of the bill trade.
- getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the settlement details of the bond trade.
- getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the settlement details of the bond trade.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the settlement currency.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the settlement currency.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the settlement date, optional.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Get the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the number of days between valuation date and settlement date.
- getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the settlement notional.
- getSettlementType() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
- getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
-
Gets the settlement type of swaption.
- getShift() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the shift for which the raw data is valid.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Gets the amount by which y-values are shifted.
- getShiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts
-
Gets the shifts to apply to
FxRate. - getShiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
Gets the shifts to apply to a
Doublevalue. - getShiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
Gets the amount by which the y-values are shifted.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the shift parameter of shifted Black model.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the shift curve.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the shift curve.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the shift parameter of shifted Black model.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the shift parameter of shifted Black model.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the shift parameter of shifted SABR model.
- getShifts() - Method in class com.opengamma.strata.market.param.PointShifts
-
Gets the shift to apply to the rates.
- getShiftSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the shift parameter of shifted SABR model.
- getShiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.market.FxRateShifts
-
Gets the type of shift applied to the FX rate.
- getShiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
Gets the type of shift applied to a
Doublevalue. - getShiftType() - Method in class com.opengamma.strata.market.param.PointShifts
-
Gets the type of shift applied to the parameters.
- getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Gets the shorter Ibor index observation.
- getShortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the quantity that was traded.
- getSimpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Gets the simple moneyness of the surface node.
- getSimpleRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
-
Calculates the simple interest rate associated with the compounded rate.
- getSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the single market data value used for all scenarios if available.
- getSize() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the size of this array.
- getSmile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the volatility model.
- getSmile() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
Gets the smile.
- getSmileCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the number of smiles.
- getSpecification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
-
Gets the FX option volatility specification.
- getSpot() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the spot.
- getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the offset of the start date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the offset of the start date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the offset of the spot value date from the valuation date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpread() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
Gets the constant spread.
- getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the spread rate, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the spread rate, defaulted to 0.
- getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Gets the spread curve.
- getSpreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve
-
Gets the spread curve.
- getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg to which the spread leg is added.
- getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg to which the spread leg is added.
- getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the identifier of the market data value which provides the spread.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the fixed leg for the spread.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the spread leg.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets stack trace where the failure occurred.
- getStandardId() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the standard identifier identifying the data.
- getStandardId() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the identifier of the data.
- getStandardId() - Method in class com.opengamma.strata.market.observable.QuoteId
-
Gets the identifier of the data.
- getStandardId() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Gets the standard two-part identifier.
- getStandardId() - Method in class com.opengamma.strata.product.LegalEntityId
-
Gets the standard two-part identifier.
- getStandardId() - Method in class com.opengamma.strata.product.SecurityId
-
Gets the standard two-part identifier.
- getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the start date, which is the start of the first schedule period.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the start date of this period, used for financial calculations such as interest accrual.
- getStartDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Gets the start date.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Gets the first date of the rate calculation period.
- getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Gets the first date of the rate calculation period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Obtains the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the accrual start date of the swap.
- getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the accrual start date of the swap.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the start date of the period.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the start date.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
- getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the start index value.
- getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Gets the start index value.
- getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation at the start.
- getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Gets the observation at the start.
- getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation for interpolation at the start.
- getStateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the state value.
- getStateValueAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the state values at the
i-th time layer. - getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the number of days between valuation date and step-in date.
- getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the steps defining the change in the value.
- getStepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the sequence of steps changing the value.
- getStrike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the strike.
- getStrike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the strike rate.
- getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the strike rate.
- getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the swaption strike rate.
- getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the strike value.
- getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Obtains the strike value.
- getStrike() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the strike rate.
- getStrikeCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the number of strikes.
- getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the left extrapolator used in the strike dimension.
- getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the left extrapolator used in the strike dimension.
- getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the left extrapolator used in the strike dimension.
- getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the right extrapolator used in the strike dimension.
- getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the right extrapolator used in the strike dimension.
- getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the right extrapolator used in the strike dimension.
- getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the interpolator used in the strike dimension.
- getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the interpolator used in the strike dimension.
- getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the interpolator used in the strike dimension.
- getStrikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the strike price, in decimal form, may be negative.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the strike price, in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the strike price, in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the strike price, in decimal form.
- getStrikes() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the strike values.
- getStrikeType() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the value type of the strike-like dimension.
- getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to handle stubs.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention defining how to handle stubs, optional with defaulting getter.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to handle stubs, providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to handle stubs, providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to handle stubs, providing a default result if no override specified.
- getSurface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the normal volatility surface.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the surface name.
- getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the surface name.
- getSurvivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the underlying curve.
- getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Gets the swap pricer.
- getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Gets the swap pricer.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets settlement method.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets settlement method.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
Gets the target of the calculation, often a trade.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the target for which the value will be calculated.
- getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
Gets the targets.
- getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the targets that calculations will be performed on.
- getTargets() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the targets on which the results are calculated.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the type against which tokens can be evaluated in this implementation.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
- getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Gets the underlying task runner.
- getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the tasks that perform the individual calculations.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the template for the single names associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the template for the CDS associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the template for the FRA associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the template for the FX Swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the template for the Ibor fixing deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the template for the Ibor Futures associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the template for the term deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the template for creating Fixed-Ibor swap.
- getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the template for creating Fixed-Ibor swap.
- getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the tenor to be added.
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- getTenor() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the period between the start date and the end date.
- getTenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the tenor associated with the parameter.
- getTenor() - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata
-
Gets the tenor associated with the parameter.
- getTenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Gets the tenor associated with the parameter.
- getTenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Gets the tenor.
- getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Gets the tenor of the surface node.
- getTenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Gets the tenor of the credit default swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the tenor of the swap.
- getTenors() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the active tenors that are applicable for this floating rate.
- getTenors() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- getTenors() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Gets the set of tenors.
- getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the third element in this triple.
- getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the size of each tick.
- getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the monetary value of one tick.
- getTime() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the time.
- getTime(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the time for the
i-th layer. - getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the left extrapolator used in the time dimension.
- getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the left extrapolator used in the time dimension.
- getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the left extrapolator used in the time dimension.
- getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the right extrapolator used in the time dimension.
- getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the right extrapolator used in the time dimension.
- getTimeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the right extrapolator used in the time dimension.
- getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Gets the interpolator used in the time dimension.
- getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Gets the interpolator used in the time dimension.
- getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the interpolator used in the time dimension.
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTimeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Gets the time-series.
- getTimeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the time-series of market data values.
- getTimeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the time-series, defaulted to an empty map.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.ImmutableMarketData
- getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.MarketData
-
Gets the time-series identified by the specified identifier, empty if not found.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the time-series associated with the specified identifier, empty if not found.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
Gets the failures that occurred when building time series of market data values.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
Gets the failures that occurred when building time series of market data values.
- getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- getTimeSeriesIds() - Method in class com.opengamma.strata.data.ImmutableMarketData
- getTimeSeriesIds() - Method in interface com.opengamma.strata.data.MarketData
-
Gets the time-series identifiers.
- getTimeSeriesIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- getTimeSeriesIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the time-series identifiers.
- getTimeSeriesIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- getTimeSeriesIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of indices that have time-series available.
- getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the market data identifiers of the time-series of required for the calculation.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of parameters.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets the total number of parameters in the group.
- getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Gets total weight of all the fixings in this observation.
- getTrade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Gets the trade that describes the parameter.
- getTradeDate() - Method in class com.opengamma.strata.product.TradedPrice
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade date, optional.
- getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the price that was traded, together with the trade date, optional.
- getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the price that was traded, together with the trade date, optional.
- getTradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the price that was traded, together with the trade date, optional.
- getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the price that was traded, together with the trade date, optional.
- getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the price that was traded, together with the trade date, optional.
- getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
Gets the price that was traded, together with the trade date, optional.
- getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
-
Gets the trade-level measure requirements.
- getTradePricer() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Obtains the trade pricer used in this calibration.
- getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time, optional.
- getTradeType() - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
-
Gets the trade type of the calibrator.
- getTradeType() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
- getTradeType() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
- getTradeType() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
- getTradeTypes() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Gets the supported trade types.
- getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Returns the value of a single tradeable unit of the security.
- getTransitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the transition probability.
- getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the preferred triangulation currency.
- getTriangulationCurrency() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Gets the triangulation currency to use.
- getType() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the type of the index - Ibor, Overnight or Price.
- getType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the type of the index.
- getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the type of adjustment to make.
- getType() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Gets the type of reporting currency.
- getType() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Gets the enum type.
- getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
- getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
- getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
- getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
- getType() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the type of the strike.
- getType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the type of the contract - future or option.
- getType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- getType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- getType() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the type of the contract - future or option.
- getType() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the type of the contract - future or option.
- getType() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the type of ETD - Monthly, Weekly or Daily.
- getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getTypedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Gets the sensitivities, keyed by type.
- getTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Gets a sensitivity instance by type, throwing an exception if not found.
- getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the unadjusted date.
- getUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the complete list of unadjusted dates.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted end date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted start date.
- getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
Gets the underlying market data.
- getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
Gets the underlying market data.
- getUnderlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Gets the underlying curve, before the seasonality adjustment.
- getUnderlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the underlying swap.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the underlying swap.
- getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Gets the underlying curve.
- getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the expiry year-month of the underlying instrument.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the underlying future.
- getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the identifier of the underlying future.
- getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the identifier of the underlying future.
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BillSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- getUnderlyingIds() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security
-
Gets the set of underlying security identifiers.
- getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the underlying Ibor index that the leg is based on.
- getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the underlying Ibor index that the leg is based on.
- getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets the underlying FX vanilla option.
- getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets the underlying FX vanilla option.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the underlying swap.
- getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
Gets the underlying CDS trade.
- getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
Gets the underlying CDS index trade.
- getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the units supported by a tenor.
- getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the unit of this periodic frequency.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Gets the upfront fee of the product.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the upfront fee of the product.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Gets the upfront fee of the product.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the upfront fee of the product.
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- getValuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Gets the valuation date associated with the market data.
- getValuationDate() - Method in interface com.opengamma.strata.data.MarketData
-
Gets the valuation date of the market data.
- getValuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the valuation date associated with each scenario.
- getValuationDate() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets a box that can provide the valuation date of each scenario.
- getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- getValuationDate() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- getValuationDate() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.report.Report
-
Gets the valuation date of the results driving the report.
- getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the valuation date.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the valuation date.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the valuation date-time.
- getValue() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.basics.StandardId
-
Gets the value of the identifier within the scheme.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the value of the variable.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the value representing the change that occurs.
- getValue() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.
- getValue() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Gets the success value.
- getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the value.
- getValue() - Method in class com.opengamma.strata.market.observable.Quote
-
Gets the value that was quoted.
- getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
Gets the value of absolute delta.
- getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Gets the value of log-moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
Gets the value of moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
Gets the value of strike.
- getValue() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the value of the strike.
- getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Gets the amount.
- getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the reference to a value to display in this column.
- getValue(int) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the market data value associated with the specified scenario.
- getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Gets the reference data value associated with the specified identifier.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
- getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData
-
Gets the market data value associated with the specified identifier.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the market data value associated with the specified identifier.
- getValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header
- getValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern
- getValueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Gets the value date.
- getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
Gets the failures when building single market data values.
- getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
Gets the failures when building single market data values.
- getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the y-value function.
- getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the y-value function.
- getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.
- getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, else the specified function is applied to the
Failurethat occurred. - getValueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the market data identifiers of the values required for the calculation.
- getValues() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the values.
- getValues() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the currency values, keyed by currency.
- getValues() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Gets the typed reference data values by identifier.
- getValues() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Gets the market data values.
- getValues() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Gets the calculated values, one per scenario.
- getValues() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the individual items of market data.
- getValues(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the values for the specified currency, throws an exception if there are no values for the currency.
- getValues(Currency) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns the values for the specified currency, throws an exception if there are no values for the currency.
- getVariant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the variant of ETD.
- getVariant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the variant of ETD.
- getVariant() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the variant of ETD.
- getVersion() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the version of the option, defaulted to zero.
- getVersionString() - Static method in class com.opengamma.strata.collect.Version
-
Gets the version of Strata.
- getVolatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Gets the caplet volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the name of the volatilities.
- getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the volatilities associated with the strikes.
- getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
Gets the volatility.
- getVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the volatility parameters.
- getVolatilityCurrencyPairs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Gets the set of currency pairs that volatilities are provided for.
- getVolatilityIds(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency pair.
- getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency.
- getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency.
- getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency.
- getVolatilityIds(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified security ID.
- getVolatilityIndices() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Gets the set of indices that volatilities are provided for.
- getVolatilityIndices() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Gets the set of indices that volatilities are provided for.
- getVolatilityIndices() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Gets the set of indices that volatilities are provided for.
- getVolatilitySecurityIds() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Gets the set of security IDs that volatilities are provided for.
- getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the smile description at the different time to expiry.
- getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the volatility smiles from delta.
- getVolatilityTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the times separating the constant volatility periods.
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the type of volatility returned by the
BondFutureVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double)method. - getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the type of volatility returned by the
IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double)method. - getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the type of volatility returned by the
FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double)method. - getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the type of volatility returned by the
IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double)method. - getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the type of volatility returned by the
SwaptionVolatilities.volatility(java.time.ZonedDateTime, double, double, double)method. - getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the weight to apply to this fixing.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the positive weight used when interpolating.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the positive weight used when interpolating.
- getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the x-value left extrapolator.
- getXExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the x-value right extrapolator.
- getXInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the x-value interpolator.
- getXValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the single x-value.
- getXValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
Gets the x-value.
- getXValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the x-value.
- getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- getXValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known x-values of the curve.
- getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known x-values of the surface.
- getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
Gets the type of the x-value.
- getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the type of the x-value.
- getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the surface.
- getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the year fraction of the investment implied by the fixing date.
- getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the year fraction of the investment implied by the fixing date.
- getYearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the year fraction.
- getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the year fraction that the accrual period represents.
- getYearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the year-month associated with the parameter.
- getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the y-value left extrapolator.
- getYExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the y-value right extrapolator.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.Bill
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets yield convention.
- getYInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the y-value interpolator.
- getYValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
Gets the single y-value.
- getYValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the single y-value.
- getYValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the y-value.
- getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- getYValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known y-values of the curve.
- getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known y-values of the surface.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the type of the y-value.
- getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the surface.
- getZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the zero rate sensitivity.
- getZone() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time-zone, optional.
- getZoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
-
Gets the zone ID.
- getZoneId(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Returns the
ZoneIdmatching this string representation of a holiday calendar id. - getZValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
Gets the single z-value.
- getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of z-values, one for each point.
- getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known z-values of the surface.
- getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the z-values of the curve.
- getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the z-value type, providing meaning to the z-values of the surface.
- GR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GR' - Greece.
- GridSurfaceInterpolator - Class in com.opengamma.strata.market.surface.interpolator
-
A surface interpolator that is based on two curve interpolators.
- GridSurfaceInterpolator.Meta - Class in com.opengamma.strata.market.surface.interpolator
-
The meta-bean for
GridSurfaceInterpolator. - Guavate - Class in com.opengamma.strata.collect
-
Utilities that help bridge the gap between Java 8 and Google Guava.
H
- hagan() - Static method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula
-
The Hagan SABR volatility formula.
- hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Checks if the element has content.
- hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Checks if there is an ex-coupon period.
- hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Checks if there is an ex-coupon period.
- hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Checks if there is an ex-coupon period.
- hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Checks if there is an ex-coupon period.
- hasFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Checks if there are any failures.
- hash(HashFunction) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- hashCode() - Method in class com.opengamma.strata.basics.CalculationTargetList
- hashCode() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
- hashCode() - Method in class com.opengamma.strata.basics.currency.Currency
-
Returns a suitable hash code for the currency.
- hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a suitable hash code for the currency.
- hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
- hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns a suitable hash code for the currency.
- hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
- hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
- hashCode() - Method in class com.opengamma.strata.basics.currency.Money
-
Returns a suitable hash code for the currency.
- hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
- hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
- hashCode() - Method in class com.opengamma.strata.basics.currency.Payment
- hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
- hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
- hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
- hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
- hashCode() - Method in class com.opengamma.strata.basics.date.Tenor
-
Returns a suitable hash code for the tenor.
- hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
- hashCode() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
- hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Returns a hash code based on the index and fixing date.
- hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
- hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
- hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
- hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Returns a hash code based on the index and fixing date.
- hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Returns a hash code based on the index and fixing date.
- hashCode() - Method in class com.opengamma.strata.basics.location.Country
-
Returns a suitable hash code for the country.
- hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a suitable hash code for the periodic frequency.
- hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
- hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
- hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
- hashCode() - Method in class com.opengamma.strata.basics.StandardId
-
Returns a suitable hash code, based on the scheme and value.
- hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
- hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
- hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
- hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
- hashCode() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
- hashCode() - Method in class com.opengamma.strata.calc.CalculationRules
- hashCode() - Method in class com.opengamma.strata.calc.Column
- hashCode() - Method in class com.opengamma.strata.calc.ColumnHeader
- hashCode() - Method in class com.opengamma.strata.calc.ImmutableMeasure
- hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
- hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
- hashCode() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
- hashCode() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
- hashCode() - Method in class com.opengamma.strata.calc.ReportingCurrency
- hashCode() - Method in class com.opengamma.strata.calc.Results
- hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
- hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult
- hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResults
- hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTask
- hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
- hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
- hashCode() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
- hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray
- hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
- hashCode() - Method in class com.opengamma.strata.collect.array.IntArray
- hashCode() - Method in class com.opengamma.strata.collect.array.LongArray
- hashCode() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Returns a suitable hash code for the CSV file.
- hashCode() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Returns a suitable hash code for the CSV file.
- hashCode() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns a suitable hash code for the INI file.
- hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Returns a suitable hash code for the file.
- hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns a suitable hash code for the property set.
- hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Returns a suitable hash code for the locator.
- hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Returns a suitable hash code.
- hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Returns a suitable hash code for the file.
- hashCode() - Method in class com.opengamma.strata.collect.result.Failure
- hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem
- hashCode() - Method in class com.opengamma.strata.collect.result.FailureItems
- hashCode() - Method in class com.opengamma.strata.collect.result.Result
- hashCode() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
- hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
A hash code for this point.
- hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
- hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
- hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
- hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
- hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
- hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair
- hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple
- hashCode() - Method in class com.opengamma.strata.collect.TypedString
-
Returns a suitable hash code.
- hashCode() - Method in class com.opengamma.strata.data.FxMatrixId
- hashCode() - Method in class com.opengamma.strata.data.FxRateId
- hashCode() - Method in class com.opengamma.strata.data.ImmutableMarketData
- hashCode() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
- hashCode() - Method in class com.opengamma.strata.data.MarketDataName
-
Returns a suitable hash code.
- hashCode() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- hashCode() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- hashCode() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
- hashCode() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- hashCode() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
- hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow
- hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows
- hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts
- hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
- hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.CombinedCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.ConstantCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.CurveId
- hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
- hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
- hashCode() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
- hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- hashCode() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
- hashCode() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
- hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
- hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
- hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
- hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
- hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
- hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
- hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
- hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
- hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
- hashCode() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
- hashCode() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
- hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
- hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap
- hashCode() - Method in class com.opengamma.strata.market.FxRateShifts
- hashCode() - Method in class com.opengamma.strata.market.GenericDoubleShifts
- hashCode() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
- hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
- hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
- hashCode() - Method in class com.opengamma.strata.market.observable.Quote
- hashCode() - Method in class com.opengamma.strata.market.observable.QuoteId
- hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike
- hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
- hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike
- hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike
- hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
- hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
- hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
- hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
- hashCode() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.param.ParameterSize
- hashCode() - Method in class com.opengamma.strata.market.param.PointShifts
- hashCode() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
- hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
- hashCode() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
- hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
- hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
- hashCode() - Method in class com.opengamma.strata.market.surface.ConstantSurface
- hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- hashCode() - Method in class com.opengamma.strata.market.surface.DeformedSurface
- hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- hashCode() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
- hashCode() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
- hashCode() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
- hashCode() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
- hashCode() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
- hashCode() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
- hashCode() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
- hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
- hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
- hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
- hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
- hashCode() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
- hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
- hashCode() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
- hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
- hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
- hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
- hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
- hashCode() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- hashCode() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- hashCode() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- hashCode() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
- hashCode() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
- hashCode() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- hashCode() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- hashCode() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- hashCode() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
- hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
- hashCode() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
- hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
- hashCode() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- hashCode() - Method in class com.opengamma.strata.pricer.model.SabrParameters
- hashCode() - Method in class com.opengamma.strata.pricer.option.RawOptionData
- hashCode() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
- hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- hashCode() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- hashCode() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- hashCode() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- hashCode() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
- hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
- hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- hashCode() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- hashCode() - Method in class com.opengamma.strata.product.bond.Bill
- hashCode() - Method in class com.opengamma.strata.product.bond.BillPosition
- hashCode() - Method in class com.opengamma.strata.product.bond.BillSecurity
- hashCode() - Method in class com.opengamma.strata.product.bond.BillTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
- hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
- hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBill
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
- hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
- hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
- hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
- hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
- hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
- hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
- hashCode() - Method in class com.opengamma.strata.product.cms.Cms
- hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg
- hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod
- hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade
- hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms
- hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
- hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
- hashCode() - Method in class com.opengamma.strata.product.common.CcpId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.product.common.ExchangeId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.product.credit.Cds
- hashCode() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndex
- hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- hashCode() - Method in class com.opengamma.strata.product.credit.CdsQuote
- hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade
- hashCode() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds
- hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
- hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
- hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
- hashCode() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
- hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
- hashCode() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
- hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
- hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
- hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
- hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
- hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
- hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit
- hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
- hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
- hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
- hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
- hashCode() - Method in class com.opengamma.strata.product.dsf.Dsf
- hashCode() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- hashCode() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- hashCode() - Method in class com.opengamma.strata.product.dsf.DsfTrade
- hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
- hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
- hashCode() - Method in class com.opengamma.strata.product.fra.Fra
- hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade
- hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra
- hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
- hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
- hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
- hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf
- hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle
- hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap
- hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
- hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
- hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
- hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
- hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
- hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
- hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
- hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
- hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
- hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
- hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.GenericSecurity
- hashCode() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade
- hashCode() - Method in class com.opengamma.strata.product.index.IborFuture
- hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption
- hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuture
- hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
- hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
- hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
- hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
- hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
- hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- hashCode() - Method in class com.opengamma.strata.product.LegalEntityId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
- hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment
- hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
- hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
- hashCode() - Method in class com.opengamma.strata.product.PortfolioItemSummary
- hashCode() - Method in class com.opengamma.strata.product.PositionInfo
- hashCode() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
- hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.IborRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
- hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
- hashCode() - Method in class com.opengamma.strata.product.SecurityId
-
Returns a suitable hash code for the identifier.
- hashCode() - Method in class com.opengamma.strata.product.SecurityInfo
- hashCode() - Method in class com.opengamma.strata.product.SecurityPosition
- hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo
- hashCode() - Method in class com.opengamma.strata.product.SecurityTrade
- hashCode() - Method in class com.opengamma.strata.product.SimpleLegalEntity
- hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
- hashCode() - Method in class com.opengamma.strata.product.swap.FxReset
- hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
- hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
- hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange
- hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
- hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
- hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
- hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule
- hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
- hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
- hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
- hashCode() - Method in class com.opengamma.strata.product.swap.Swap
- hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade
- hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
- hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
- hashCode() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
- hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
- hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
- hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
- hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption
- hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- hashCode() - Method in class com.opengamma.strata.product.TradedPrice
- hashCode() - Method in class com.opengamma.strata.product.TradeInfo
- hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
- hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults
- hashCode() - Method in class com.opengamma.strata.report.ReportRequirements
- hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport
- hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
- hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
- hasNext() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Checks whether there is another row in the CSV file.
- header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
The meta-property for the
headerproperty. - header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
Sets the column header.
- headers() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Gets the header row.
- headers() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Gets the header row.
- headers() - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Gets the list of headers that are in use.
- headers() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the header row.
- headers(CurveSensitivities) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoSupplier
-
Returns the list of additional headers this supplier provides.
- headers(Trade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoSupplier
-
Returns the list of additional headers this supplier provides.
- headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series, choosing the earliest entries.
- HistoricIborIndexRates - Class in com.opengamma.strata.pricer.rate
-
Historic Ibor index rates, used for indices that are no longer active.
- HistoricIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
HistoricIborIndexRates. - HistoricOvernightIndexRates - Class in com.opengamma.strata.pricer.rate
-
Historic Overnight index rates, used for indices that are no longer active.
- HistoricOvernightIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
HistoricOvernightIndexRates. - HistoricPriceIndexValues - Class in com.opengamma.strata.pricer.rate
-
Historic Price index values, used for indices that are no longer active.
- HistoricPriceIndexValues.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
HistoricPriceIndexValues. - HK - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'HK' - Hong Kong.
- HKD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'HKD' - Hong Kong Dollar.
- HKEX - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Hong Kong Exchange.
- HolidayCalendar - Interface in com.opengamma.strata.basics.date
-
A holiday calendar, classifying dates as holidays or business days.
- HolidayCalendarId - Class in com.opengamma.strata.basics.date
-
An identifier for a holiday calendar.
- HolidayCalendarIds - Class in com.opengamma.strata.basics.date
-
Identifiers for common holiday calendars.
- HolidayCalendars - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard holiday calendars.
- holidays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the stream of holidays between the two dates.
- HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
-
The 'href' attribute key.
- HRK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'HRK' - Croatian Kuna.
- HU - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'HU' = Hungary.
- HUBU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.
- HUDX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Hungarian Derivative Energy Exchange.
- HUF - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'HUF' = Hugarian Forint.
- HUF_BUBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for HUF-BUBOR.
- HUF_BUBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month BUBOR index.
- HUF_BUBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month BUBOR index.
- HUF_BUBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week BUBOR index.
- HUF_BUBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month BUBOR index.
- HUF_BUBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 week BUBOR index.
- HUF_BUBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month BUBOR index.
- HUF_BUBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month BUBOR index.
- HUF_BUBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 9 month BUBOR index.
- HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
-
Pricer for for Ibor future products.
- HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Creates an instance.
- HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
-
Pricer for for Ibor future trades.
- HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Creates an instance.
- HullWhiteOneFactorPiecewiseConstantParameters - Class in com.opengamma.strata.pricer.model
-
Data bundle related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
- HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.model
-
Hull-White one factor model with piecewise constant volatility.
- HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.model
-
The meta-bean for
HullWhiteOneFactorPiecewiseConstantParametersProvider. - HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
- HullWhiteSwaptionPhysicalProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Creates an instance.
- HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
- HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
- HUPX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Hungarian Power Exchange.
I
- IBOR - com.opengamma.strata.basics.index.FloatingRateType
-
A floating rate index that is based on an Ibor index.
- IBOR - com.opengamma.strata.product.swap.SwapLegType
-
A floating rate swap leg based on an Ibor index.
- IBOR_CAP_FLOOR - Static variable in class com.opengamma.strata.product.ProductType
-
A
IborCapFloor. - IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
The measure for
ResolvedIborFixingDepositTradeusing par rate discounting. - IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
The calibrator for
ResolvedIborFixingDepositTradeusing par spread discounting. - IBOR_FIXING_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The calibrator for
IborFixingDepositTradeusing par spread discounting. - IBOR_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
-
A
IborFuture. - IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
The measure for
ResolvedIborFutureTradeusing price discounting. - IBOR_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
- IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
The calibrator for
ResolvedIborFutureTradeusing par spread discounting. - IBOR_FUTURE_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The calibrator for
IborFutureTradeusing par spread discounting. - IborAveragedFixing - Class in com.opengamma.strata.product.rate
-
A single fixing of an index that is observed by
IborAveragedRateComputation. - IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for
IborAveragedFixing. - IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
IborAveragedFixing. - IborAveragedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
- IborAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
IborAveragedRateComputation. - IborCapFloor - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor product.
- IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
IborCapFloor. - IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor leg of a cap/floor product.
- IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for
IborCapFloorLeg. - IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
IborCapFloorLeg. - IborCapFloorMarketData - Interface in com.opengamma.strata.measure.capfloor
-
Market data for Ibor cap/floor.
- IborCapFloorMarketDataLookup - Interface in com.opengamma.strata.measure.capfloor
-
The lookup that provides access to cap/floor volatilities in market data.
- IborCapFloorScenarioMarketData - Interface in com.opengamma.strata.measure.capfloor
-
Market data for cap/floors, used for calculation across multiple scenarios.
- IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
-
A trade in an Ibor cap/floor.
- IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for
IborCapFloorTrade. - IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
IborCapFloorTrade. - IborCapFloorTradeCalculationFunction - Class in com.opengamma.strata.measure.capfloor
-
Perform calculations on a single
IborCapFloorTradefor each of a set of scenarios. - IborCapFloorTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
-
Creates an instance.
- IborCapFloorTradeCalculations - Class in com.opengamma.strata.measure.capfloor
-
Calculates pricing and risk measures for cap/floor trades.
- IborCapFloorTradeCalculations(VolatilityIborCapFloorTradePricer) - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Creates an instance.
- IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
-
A period over which an Ibor caplet/floorlet payoff is paid.
- IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for
IborCapletFloorletPeriod. - IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
IborCapletFloorletPeriod. - IborCapletFloorletSabrSensitivity - Class in com.opengamma.strata.pricer.capfloor
-
Sensitivity of a caplet/floorlet to SABR model parameters.
- IborCapletFloorletSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
IborCapletFloorletSabrSensitivity. - IborCapletFloorletSensitivity - Class in com.opengamma.strata.pricer.capfloor
-
Point sensitivity to Ibor caplet/floorlet implied parameter point.
- IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
IborCapletFloorletSensitivity. - IborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
-
Volatilities for pricing Ibor caplet/floorlet.
- IborCapletFloorletVolatilitiesId - Class in com.opengamma.strata.pricer.capfloor
-
An identifier used to access Ibor cap/floor volatilities by name.
- IborCapletFloorletVolatilitiesName - Class in com.opengamma.strata.pricer.capfloor
-
The name of a set of Ibor cap/floor volatilities.
- IborCapletFloorletVolatilityCalibrationResult - Class in com.opengamma.strata.pricer.capfloor
-
Calibration result for Ibor caplet/floorlet volatilities.
- IborCapletFloorletVolatilityCalibrationResult.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
IborCapletFloorletVolatilityCalibrationResult. - IborCapletFloorletVolatilityDefinition - Interface in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- IborFixingDeposit - Class in com.opengamma.strata.product.deposit
-
An Ibor fixing deposit.
- IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
IborFixingDeposit. - IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
IborFixingDeposit. - IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor fixing deposit.
- IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
IborFixingDepositCurveNode. - IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
IborFixingDepositCurveNode. - IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating an Ibor fixing deposit trade.
- IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for
IborFixingDepositTemplate. - IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for
IborFixingDepositTemplate. - IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in an Ibor fixing deposit.
- IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
IborFixingDepositTrade. - IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
IborFixingDepositTrade. - IborFuture - Class in com.opengamma.strata.product.index
-
A futures contract based on an Ibor index.
- IborFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFuture. - IborFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFuture. - IborFutureConvention - Interface in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- IborFutureConventions - Class in com.opengamma.strata.product.index.type
-
Market standard Ibor future conventions.
- IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor Future.
- IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
IborFutureCurveNode. - IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
IborFutureCurveNode. - IborFutureOption - Class in com.opengamma.strata.product.index
-
A futures option contract, based on an Ibor index.
- IborFutureOption.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFutureOption. - IborFutureOption.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFutureOption. - IborFutureOptionMarketData - Interface in com.opengamma.strata.measure.index
-
Market data for Ibor future options.
- IborFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.index
-
The lookup that provides access to Ibor future option volatilities in market data.
- IborFutureOptionPosition - Class in com.opengamma.strata.product.index
-
A position in an option on a futures contract based on an Ibor index.
- IborFutureOptionPosition.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFutureOptionPosition. - IborFutureOptionPosition.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFutureOptionPosition. - IborFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.index
-
Market data for Ibor future options, used for calculation across multiple scenarios.
- IborFutureOptionSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures option contract, based on an Ibor index.
- IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFutureOptionSecurity. - IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFutureOptionSecurity. - IborFutureOptionSensitivity - Class in com.opengamma.strata.pricer.index
-
Point sensitivity to an implied volatility for a Ibor future option model.
- IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.index
-
The meta-bean for
IborFutureOptionSensitivity. - IborFutureOptionTrade - Class in com.opengamma.strata.product.index
-
A trade representing an option on a futures contract based on an Ibor index.
- IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFutureOptionTrade. - IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFutureOptionTrade. - IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>> - Class in com.opengamma.strata.measure.index
-
Perform calculations on a single
IborFutureOptionTradeorIborFutureOptionPositionfor each of a set of scenarios. - IborFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.index
-
Calculates pricing and risk measures for trades in an option contract based on an Ibor index future.
- IborFutureOptionTradeCalculations(NormalIborFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Creates an instance.
- IborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index
-
Volatilities for pricing Ibor futures.
- IborFutureOptionVolatilitiesId - Class in com.opengamma.strata.pricer.index
-
An identifier used to access Ibor future option volatilities by name.
- IborFutureOptionVolatilitiesName - Class in com.opengamma.strata.pricer.index
-
The name of a set of Ibor future option volatilities.
- IborFuturePosition - Class in com.opengamma.strata.product.index
-
A position in a futures contract based on an Ibor index.
- IborFuturePosition.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFuturePosition. - IborFuturePosition.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFuturePosition. - IborFutureSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures contract based on an Ibor index.
- IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFutureSecurity. - IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFutureSecurity. - IborFutureTemplate - Interface in com.opengamma.strata.product.index.type
-
A template for creating an Ibor Future trade.
- IborFutureTrade - Class in com.opengamma.strata.product.index
-
A trade representing a futures contract based on an Ibor index.
- IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
IborFutureTrade. - IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
IborFutureTrade. - IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>> - Class in com.opengamma.strata.measure.index
-
Perform calculations on a single
IborFutureTradeorIborFuturePositionfor each of a set of scenarios. - IborFutureTradeCalculations - Class in com.opengamma.strata.measure.index
-
Calculates pricing and risk measures for trades in a futures contract based on an Ibor index.
- IborFutureTradeCalculations(DiscountingIborFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Creates an instance.
- IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Ibor-Ibor swap conventions.
- IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Ibor-Ibor interest rate swap.
- IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
IborIborSwapCurveNode. - IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
IborIborSwapCurveNode. - IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Ibor-Ibor swap trades.
- IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
IborIborSwapTemplate. - IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
IborIborSwapTemplate. - IborIndex - Interface in com.opengamma.strata.basics.index
-
An inter-bank lending rate index, such as Libor or Euribor.
- iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Ibor index forward curve to the provider.
- iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Ibor index forward curve to the provider with associated time-series.
- IborIndexObservation - Class in com.opengamma.strata.basics.index
-
Defines the observation of a rate of interest from a single Ibor index.
- IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
IborIndexObservation. - iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Ibor index.
- IborIndexRates - Interface in com.opengamma.strata.pricer.rate
-
Provides access to rates for an Ibor index.
- IborIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Ibor indices.
- IborInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate of interest interpolated from two Ibor indices.
- IborInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
IborInterpolatedRateComputation. - iborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the
iborLegproperty. - iborLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
iborRateproperty. - iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the
iborRateproperty. - iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the rate to be observed.
- iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the Ibor rate observation.
- IborRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Ibor index.
- IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
IborRateCalculation. - IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
IborRateCalculation. - IborRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate of interest from a single Ibor index.
- IborRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
IborRateComputation. - IborRateResetMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to process a floating rate reset schedule.
- IborRateSensitivity - Class in com.opengamma.strata.pricer.rate
-
Point sensitivity to a rate from an Ibor index curve.
- IborRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
IborRateSensitivity. - IborRateStubCalculation - Class in com.opengamma.strata.product.swap
-
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
- IborRateStubCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
IborRateStubCalculation. - IborRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
IborRateStubCalculation. - IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Ibor index.
- IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
IborRateSwapLegConvention. - IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
IborRateSwapLegConvention. - ICE_EU - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Intercontinental Exchange (EU).
- ICE_US - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Intercontinental Exchange (US).
- id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the
idproperty. - id() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
-
The meta-property for the
idproperty. - id() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
idproperty. - id() - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
The meta-property for the
idproperty. - id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the
idproperty. - id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
idproperty. - id(StandardId) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
-
Sets the identifier of the item, optional.
- id(StandardId) - Method in class com.opengamma.strata.product.PositionInfoBuilder
-
Sets the primary identifier for the position, optional.
- id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the primary identifier for the trade, optional.
- id(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the ID of the contract specification.
- id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Sets the security identifier.
- ID - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'ID' - Indonesia.
- ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
-
The 'id' attribute key.
- identifier(IborCapFloorTrade) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
- identifier(CmsTrade) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
- identifier(CdsIndexTrade) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
- identifier(CdsTrade) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
- identifier(TermDepositTrade) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
- identifier(FraTrade) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
- identifier(FxNdfTrade) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
- identifier(FxSingleTrade) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
- identifier(FxSwapTrade) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
- identifier(FxSingleBarrierOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
- identifier(FxVanillaOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
- identifier(GenericSecurityPosition) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
- identifier(GenericSecurityTrade) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
- identifier(BulletPaymentTrade) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
- identifier(SecurityPosition) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
- identifier(SecurityTrade) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
- identifier(SwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
- identifier(SwaptionTrade) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
- identifier(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Returns an identifier that should uniquely identify the specified target.
- identifier(T) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
- identifier(T) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
- identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an identity matrix.
- IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'IDR' = Indonesian Rupiah.
- IE - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IE' - Ireland.
- IFEN - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Oil and Refined Products Division.
- ifFailure(Consumer<Failure>) - Method in class com.opengamma.strata.collect.result.Result
-
Executes the given consumer if the result represents a failure.
- IFLL - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Financial Products Division.
- IFLO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Equity Products Division.
- IFLX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Agricultural Products Division.
- ifSuccess(Consumer<? super T>) - Method in class com.opengamma.strata.collect.result.Result
-
Executes the given consumer if the result represents a successful call and has a result available.
- IFUS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures U.S.
- IFUT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - European Utilities Division.
- IGNORE - com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Ignore.
- ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
The meta-property for the
ignoreFailuresproperty. - ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
Sets whether to ignore failures, or report the errors.
- IL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IL' - Israel.
- ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ILS' = Israeli Shekel.
- IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMM' roll convention which adjusts the date to the third Wednesday.
- IMM_DATE - com.opengamma.strata.product.credit.type.AccrualStart
-
The accrual starts on the previous IMM date.
- IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
- IMMCAD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.
- IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
- ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap trades.
- ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
-
The bean-builder for
ImmutableCdsConvention. - ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for
ImmutableCdsConvention. - ImmutableCreditRatesProvider - Class in com.opengamma.strata.pricer.credit
-
The immutable rates provider, used to calculate analytic measures.
- ImmutableCreditRatesProvider.Builder - Class in com.opengamma.strata.pricer.credit
-
The bean-builder for
ImmutableCreditRatesProvider. - ImmutableCreditRatesProvider.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for
ImmutableCreditRatesProvider. - ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableFixedIborSwapConvention. - ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableFixedIborSwapConvention. - ImmutableFixedInflationSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Inflation swap trades.
- ImmutableFixedInflationSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableFixedInflationSwapConvention. - ImmutableFixedInflationSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableFixedInflationSwapConvention. - ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableFixedOvernightSwapConvention. - ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableFixedOvernightSwapConvention. - ImmutableFloatingRateName - Class in com.opengamma.strata.basics.index
-
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
- ImmutableFloatingRateName.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
ImmutableFloatingRateName. - ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for
ImmutableFraConvention. - ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for
ImmutableFraConvention. - ImmutableFxIndex - Class in com.opengamma.strata.basics.index
-
A foreign exchange index implementation based on an immutable set of rules.
- ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for
ImmutableFxIndex. - ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
ImmutableFxIndex. - ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
-
A market convention for FX swap trades
- ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for
ImmutableFxSwapConvention. - ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for
ImmutableFxSwapConvention. - ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
-
An immutable holiday calendar implementation.
- ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for
ImmutableHolidayCalendar. - ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for
ImmutableIborFixingDepositConvention. - ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for
ImmutableIborFixingDepositConvention. - ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
-
The bean-builder for
ImmutableIborFutureConvention. - ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
-
The meta-bean for
ImmutableIborFutureConvention. - ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableIborIborSwapConvention. - ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableIborIborSwapConvention. - ImmutableIborIndex - Class in com.opengamma.strata.basics.index
-
An Ibor index implementation based on an immutable set of rules.
- ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for
ImmutableIborIndex. - ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
ImmutableIborIndex. - ImmutableLegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.bond
-
An immutable provider of data for bond pricing, based on repo and issuer discounting.
- ImmutableLegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.bond
-
The bean-builder for
ImmutableLegalEntityDiscountingProvider. - ImmutableLegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
ImmutableLegalEntityDiscountingProvider. - ImmutableMarketData - Class in com.opengamma.strata.data
-
An immutable set of market data
- ImmutableMarketData.Meta - Class in com.opengamma.strata.data
-
The meta-bean for
ImmutableMarketData. - ImmutableMarketDataBuilder - Class in com.opengamma.strata.data
-
A mutable builder for instances of
ImmutableMarketData. - ImmutableMeasure - Class in com.opengamma.strata.calc
-
The default, immutable implementation of
Measure. - ImmutableMeasure.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for
ImmutableMeasure. - ImmutableOvernightIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- ImmutableOvernightIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableOvernightIborSwapConvention. - ImmutableOvernightIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableOvernightIborSwapConvention. - ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
-
An overnight index, such as Sonia or Eonia.
- ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for
ImmutableOvernightIndex. - ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
ImmutableOvernightIndex. - ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
-
A price index implementation based on an immutable set of rules.
- ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for
ImmutablePriceIndex. - ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
ImmutablePriceIndex. - ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
-
The default immutable rates provider, used to calculate analytic measures.
- ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
ImmutableRatesProvider. - ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate
-
Builder for the immutable rates provider.
- ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.curve
-
Generates a rates provider based on an existing provider.
- ImmutableReferenceData - Class in com.opengamma.strata.basics
-
An immutable set of reference data
- ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics
-
The meta-bean for
ImmutableReferenceData. - ImmutableScenarioMarketData - Class in com.opengamma.strata.data.scenario
-
An immutable set of market data across one or more scenarios.
- ImmutableScenarioMarketData.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for
ImmutableScenarioMarketData. - ImmutableScenarioMarketDataBuilder - Class in com.opengamma.strata.data.scenario
-
A mutable builder for market data.
- ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
-
A swap index implementation based on an immutable set of rules.
- ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
ImmutableSwapIndex. - ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
ImmutableSwapIndex. - ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for
ImmutableTermDepositConvention. - ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for
ImmutableTermDepositConvention. - ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for three leg basis swap trades.
- ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableThreeLegBasisSwapConvention. - ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableThreeLegBasisSwapConvention. - ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for cross-currency Ibor-Ibor swap trades.
- ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ImmutableXCcyIborIborSwapConvention. - ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ImmutableXCcyIborIborSwapConvention. - impliedSpread(List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
- ImpliedTrinomialTreeFxOptionCalibrator - Class in com.opengamma.strata.pricer.fxopt
-
Utilities to calibrate implied trinomial tree to Black volatilities of FX options.
- ImpliedTrinomialTreeFxOptionCalibrator(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Calibrator with the specified number of time steps.
- ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX barrier option products under implied trinomial tree.
- ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Pricer with the default number of time steps.
- ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Pricer with the specified number of time steps.
- ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX barrier option trades under implied trinomial tree.
- ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Creates an instance.
- impliedVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Computes the implied volatility of the Ibor caplet/floorlet.
- impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the implied Black volatility of the foreign exchange vanilla option product.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Computes the implied normal volatility from the present value of a swaption.
- impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Computes the implied normal volatility from the present value of a swaption.
- IN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IN' - India.
- index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the
indexproperty. - index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
indexproperty. - index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the index defining the FX rate to observe on the fixing date.
- index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the FX index used to obtain the FX reset rate.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the Ibor index for which the data is valid.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the Ibor index for which the data is valid.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the Ibor index for which the data is valid.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
Sets the index of the underlying future.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the underlying Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the underlying Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the Ibor index.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the Ibor index to be used for the stub.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the Ibor index.
- index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the underlying Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the underlying Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
-
Sets the Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
-
Sets the Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the Overnight index.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the Overnight index.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the index of prices.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the Price index.
- index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the swap index.
- index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the swap index.
- Index - Interface in com.opengamma.strata.basics.index
-
An index of values, such as LIBOR, FED FUND or daily exchange rates.
- INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index, such as an Ibor or Overnight index.
- INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index value, typically derived from a curve.
- indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the
indexCalculationMethodproperty. - indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the
indexCalculationMethodproperty. - indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets reference price index calculation method.
- indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets reference price index calculation method.
- indexCurve(Index, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider.
- indexCurve(Index, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider with associated time-series.
- indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the
indexCurvesproperty. - indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds index forward curves to the provider with associated time-series.
- indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds index forward curves to the provider with associated time-series.
- indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
indexInterpolatedproperty. - indexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the
indexInterpolatedproperty. - indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the second Ibor index to be used for linear interpolation, optional.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the second Ibor index to be used for the stub, linearly interpolated.
- indexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the
indexNameproperty. - IndexObservation - Interface in com.opengamma.strata.basics.index
-
A single observation of an index.
- indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Find the index of the first occurrence of the specified value.
- indexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Find the index of the first occurrence of the specified value.
- indexOf(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Find the index of the first occurrence of the specified value.
- IndexQuoteId - Class in com.opengamma.strata.market.observable
-
An identifier used to access the current value of an index.
- indices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
-
The meta-property for the
indicesproperty. - indices(Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
-
Sets the
indicesproperty in the builder from an array of objects. - indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
-
Sets the indices for which the curve provides forward rates.
- INFLATION - com.opengamma.strata.product.swap.SwapLegType
-
A floating rate swap leg based on an price index.
- InflationEndInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
- InflationEndInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
InflationEndInterpolatedRateComputation. - InflationEndMonthRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index where the start index value is known.
- InflationEndMonthRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
InflationEndMonthRateComputation. - InflationInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index with interpolation.
- InflationInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
InflationInterpolatedRateComputation. - InflationMonthlyRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index.
- InflationMonthlyRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
InflationMonthlyRateComputation. - InflationNodalCurve - Class in com.opengamma.strata.market.curve
-
Curve specifically designed for inflation, with features for seasonality and initial point.
- InflationNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
InflationNodalCurve. - InflationRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
- InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
InflationRateCalculation. - InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
InflationRateCalculation. - InflationRateSensitivity - Class in com.opengamma.strata.pricer.rate
-
Point sensitivity to a rate from a price index curve.
- InflationRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
InflationRateSensitivity. - InflationRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on a price index.
- InflationRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
InflationRateSwapLegConvention. - InflationRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
InflationRateSwapLegConvention. - info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the
infoproperty. - info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the
infoproperty. - info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
-
Sets the additional information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the standard security information.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the standard security information.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- IniFile - Class in com.opengamma.strata.collect.io
-
An INI file.
- initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the
initialExchangeproperty. - initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
initialExchangeproperty. - initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
initialGuessproperty. - initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the list of all initial guesses.
- initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
- initialGuess(MarketData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- initialGuess(MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the initial guess used for calibrating the node.
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- initialGuess(Double...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the
initialGuessproperty in the builder from an array of objects. - initialGuess(List<Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the initial guess values for the curve parameters.
- initialGuesses(MarketData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets the list of all initial guesses.
- initialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the
initialNotionalValueproperty. - initialNotionalValue(Double) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the initial notional value, specified in the payment currency.
- initialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
initialParametersproperty. - initialParameters(DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the initial parameter values used in calibration.
- initialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the
initialStubproperty. - initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
initialStubproperty. - initialStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the initial stub, optional.
- initialStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in initial stub, optional.
- initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the
initialValueproperty. - initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the initial value.
- inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order and not equal.
- inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order or equal.
- INR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'INR' = Indian Rupee.
- inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by
low <= x < high. - inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by
low <= x < high. - inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by
low < x < high. - inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by
low < x < high. - inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by
low <= x <= high. - inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by
low <= x <= high. - INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
-
The single shared instance of this report runner.
- INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
The default instance.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
-
The single shared instance of this report runner.
- IntArray - Class in com.opengamma.strata.collect.array
-
An immutable array of
intvalues. - IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments -
intanddouble. - IntDoublePair - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an
intanddouble. - IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
IntDoublePair. - IntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments -
intanddouble. - IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments -
intanddouble. - INTEREST_AT_MATURITY - com.opengamma.strata.product.bond.BillYieldConvention
-
Interest at maturity.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the
intermediateExchangeproperty. - intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
intermediateExchangeproperty. - intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- interpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
- interpolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Computes the y-value for the specified x-value by interpolation.
- interpolate(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator
-
Computes the z-value for the specified x-y-value by interpolation.
- INTERPOLATED - com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
The reference index is linearly interpolated between two months.
- INTERPOLATED_JAPAN - com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
The reference index is linearly interpolated between two months.
- InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on interpolation between a number of nodal points.
- InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
InterpolatedNodalCurve. - InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
InterpolatedNodalCurve. - InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate an interpolated nodal curve.
- InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
InterpolatedNodalCurveDefinition. - InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
InterpolatedNodalCurveDefinition. - InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
-
A surface based on interpolation between a number of nodal points.
- InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
-
The bean-builder for
InterpolatedNodalSurface. - InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for
InterpolatedNodalSurface. - InterpolatedStrikeSmileDeltaTermStructure - Class in com.opengamma.strata.pricer.fxopt
-
An interpolated term structure of smiles as used in Forex market.
- InterpolatedStrikeSmileDeltaTermStructure.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
InterpolatedStrikeSmileDeltaTermStructure. - interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
interpolatorproperty. - interpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
The meta-property for the
interpolatorproperty. - interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the interpolator.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the interpolator used to find points on the curve.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the interpolator for the SABR parameter curves.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the interpolator for the SABR parameters.
- interpolator(GridSurfaceInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the interpolator for the caplet volatilities.
- interpolator(SurfaceInterpolator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the underlying interpolator.
- INTERPOLATOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Interpolator extrapolator.
- intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains the intersection of a pair of time series.
- IntIntConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments -
intandint. - IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming three arguments -
int,intanddouble. - IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of three arguments -
int,intanddouble. - IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of three arguments -
int,intanddouble. - IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments -
intandint. - IntLongConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments -
intandlong. - IntLongToLongFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments -
intandlong. - IntTernaryOperator - Interface in com.opengamma.strata.collect.function
-
A function of three arguments that returns a value.
- INVALID - com.opengamma.strata.collect.result.FailureReason
-
The input was invalid.
- invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Generates a failure result for an invalid token.
- inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the inverse currency pair.
- inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the inverse rate.
- inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Returns the inverse transaction.
- inverseKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains an instance with knock type inverted.
- inverseKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
- IR01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.
- IR01_CALIBRATED_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift in calibrated curve.
- IR01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.
- IR01_MARKET_QUOTE_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift to market quotes.
- IS - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IS' - Iceland.
- isAccruedInterest() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Check if the accrued premium is paid.
- isActive() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets whether the index is active.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets whether the index is active.
- isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is annual.
- isBeginning() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Check if the type is 'Beginning'.
- isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a business day.
- isBuy() - Method in enum com.opengamma.strata.product.common.BuySell
-
Checks if the type is 'Buy'.
- isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated backwards from the end date to the start date.
- isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated forwards from the start date to the end date.
- isCall() - Method in enum com.opengamma.strata.product.common.PutCall
-
Checks if the type is 'Call'.
- isCleanPrice() - Method in enum com.opengamma.strata.pricer.common.PriceType
-
Check if the price type is 'Clean'.
- isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns true if evaluation of the whole expression is complete.
- isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Checks whether compounding applies.
- isComputeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
- isComputeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
- isComputePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Gets the flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not.
- isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is a conventional currency pair.
- isCrossCurrency() - Method in interface com.opengamma.strata.product.fx.FxProduct
- isCrossCurrency() - Method in interface com.opengamma.strata.product.Product
-
Checks if this product is cross-currency.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Checks if this trade is cross-currency.
- isCurrencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure
-
Gets flag indicating whether measure values should be automatically converted to the reporting currency.
- isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.Measure
-
Flag indicating whether measure values should be automatically converted to the reporting currency.
- ISDA - com.opengamma.strata.product.fra.FraDiscountingMethod
-
FRA discounting as defined by ISDA.
- IsdaCdsProductPricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for single-name credit default swaps (CDS) based on ISDA standard model.
- IsdaCdsProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Constructor specifying the formula to use for the accrued on default calculation.
- IsdaCdsTradePricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for single-name credit default swaps (CDS) trade based on ISDA standard model.
- IsdaCdsTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
The default constructor.
- IsdaCdsTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
The constructor with the accrual-on-default formula specified.
- IsdaCompliantCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant credit curve calibrator.
- IsdaCompliantCreditCurveCalibrator() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
- IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
- IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
- IsdaCompliantDiscountCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant discount curve calibrator.
- IsdaCompliantIndexCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant index curve calibrator.
- IsdaCompliantIndexCurveCalibrator(IsdaCompliantCreditCurveCalibrator) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
-
Constructor with the underlying credit curve calibrator specified.
- IsdaCreditCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate an ISDA compliant curve for credit.
- IsdaCreditCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
IsdaCreditCurveDefinition. - IsdaCreditCurveNode - Interface in com.opengamma.strata.market.curve
-
A node specifying how to calibrate an ISDA compliant curve.
- IsdaCreditDiscountFactors - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant zero rate discount factors.
- IsdaCreditDiscountFactors.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for
IsdaCreditDiscountFactors. - IsdaHomogenousCdsIndexProductPricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for CDS portfolio index based on ISDA standard model.
- IsdaHomogenousCdsIndexProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Constructor specifying the formula to use for the accrued on default calculation.
- IsdaHomogenousCdsIndexTradePricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for CDS portfolio index trade based on ISDA standard model.
- IsdaHomogenousCdsIndexTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
The default constructor.
- IsdaHomogenousCdsIndexTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
The constructor with the accrual-on-default formula specified.
- isDefaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Gets whether the legal entity has defaulted or not.
- isDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Creates an instance for a legal entity which has defaulted.
- isDown() - Method in enum com.opengamma.strata.product.option.BarrierType
-
Checks if the type is 'Down'.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.IntArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.LongArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.result.FailureItems
-
Checks if the list of failures is empty.
- isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Indicates if this time-series is empty.
- isEnd() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Checks if the type is 'End'.
- isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Checks if the end of month convention is in use.
- isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if the end of month convention is in use.
- isFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a failure.
- isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the final notional.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the final notional.
- isFixed() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Checks if the type is 'Fixed'.
- isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is 'Fixed'.
- isFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Checks if the stub has a fixed rate.
- isFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has a fixed rate.
- isFlex() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Checks if the variant is a Flex Future or Flex Option.
- isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
- isFloatingRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has a floating rate.
- isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a holiday.
- isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Ibor'.
- isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is an identity pair.
- isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets whether to ignore failures, or report the errors.
- isInfoColumn(String) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Checks if the column header is an info column that this resolver will parse.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the initial notional.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the initial notional.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has an interpolated rate.
- isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is the inverse of the specified pair.
- isIsdaCompliant() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Checks if the instance is based on an ISDA compliant curve.
- isIsdaCompliant() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ISK' = Icelandic Krone.
- isKnockIn() - Method in enum com.opengamma.strata.product.option.KnockType
-
Checks if the type is 'Knock-in'.
- isKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Checks if the stub has a known amount.
- isKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has a known amount.
- isKnownFormat(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Basic check to see if the source can probably be parsed as FpML.
- isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Checks whether the source is a CSV format position file.
- isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Checks whether the source is a CSV format sensitivities file.
- isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Checks whether the source is a CSV format trade file.
- isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is the last business day of the month.
- isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- isLastFixing() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Checks if the type is 'LastFixing'.
- isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention tries to produce a long stub.
- isLong() - Method in enum com.opengamma.strata.product.common.LongShort
-
Checks if the type is 'Long'.
- isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Checks whether the convention requires a month-based period.
- isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is month-based.
- isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is month-based.
- isNatural() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Checks if the type is 'Natural'.
- isNegative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Checks if the amount is negative.
- isNone() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Checks if the type is 'None'.
- isNotDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Creates an instance for a legal entity which has not defaulted.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
- isParallel() - Method in class com.opengamma.strata.collect.MapStream
- isPay() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Checks if the type is 'Pay'.
- isPositive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Checks if the amount is positive.
- isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Price'.
- isPut() - Method in enum com.opengamma.strata.product.common.PutCall
-
Checks if the type is 'Put'.
- isReceive() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Checks if the type is 'Receive'.
- isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period is regular according to the specified frequency and roll convention.
- isScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Checks if this box contains market data for multiple scenarios.
- isSell() - Method in enum com.opengamma.strata.product.common.BuySell
-
Checks if the type is 'Sell'.
- isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention tries to produce a short stub.
- isShort() - Method in enum com.opengamma.strata.product.common.LongShort
-
Checks if the type is 'Short'.
- isSinglePeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if this schedule has a single period.
- isSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Checks if this box contains a single market data value that is used for all scenarios.
- isSmart() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention uses smart rules to create a stub.
- isSpecific() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Checks if the type is 'Specific'.
- isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is square.
- isStoreNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the flag indicating if the node trade should be stored or not.
- isSuccess() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a successful call and has a result available.
- issuerCurveDiscountFactors(LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- issuerCurveDiscountFactors(LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets the discount factors from an issuer based on the issuer ID and currency.
- IssuerCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond
-
Provides access to discount factors for an issuer curve.
- IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
IssuerCurveDiscountFactors. - issuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the
issuerCurveGroupsproperty. - issuerCurveGroups(Map<LegalEntityId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the groups used to find an issuer curve by legal entity.
- IssuerCurveInputsId - Class in com.opengamma.strata.market.curve
-
An identifier used to access the inputs to curve calibration.
- issuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
The meta-property for the
issuerCurvesproperty. - issuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the
issuerCurvesproperty. - issuerCurves(Map<Pair<LegalEntityGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
Sets the issuer curves in the curve group, keyed by legal entity group and currency.
- issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the issuer curves, keyed by group and currency.
- issuerCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a stream of all issuer curves in the group.
- IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond
-
Point sensitivity to the issuer curve.
- IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
IssuerCurveZeroRateSensitivity. - isTenorRequired() - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Checks whether a tenor is required.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is the 'Term' instance.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if this schedule represents a single 'Term' period.
- isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is week-based.
- isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is week-based.
- isZero() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Checks if the amount is zero.
- IT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IT' - Italy.
- items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the
itemsproperty. - IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an iterable object and returns a value.
- IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
- iterator() - Method in class com.opengamma.strata.collect.MapStream
J
- jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the calibration information.
- JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the
JacobianCalibrationMatrix. - JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve
-
Jacobian matrix information produced during curve calibration.
- JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
JacobianCalibrationMatrix. - jacobianFromMarketQuoteSensitivities(List<CurveParameterSize>, List<CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
-
Construct the inverse Jacobian matrix from the sensitivities of the trades market quotes to the curve parameters.
- jacobianFromMarketQuoteSensitivities(List<CurveParameterSize>, List<ResolvedTrade>, Function<ResolvedTrade, CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
-
Construct the inverse Jacobian matrix from the trades and a function used to compute the sensitivities of the market quotes to the curve parameters.
- jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
The meta-property for the
jacobianMatrixproperty. - JAPAN_BILLS - com.opengamma.strata.product.bond.BillYieldConvention
-
Japanese T-Bills.
- JCCH - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Japan Commodity Clearing House.
- JP - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'JP' - Japan.
- JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
- JP_IL_COMPOUND - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
The Japan compound yield convention for inflation index bond.
- JP_IL_SIMPLE - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
The Japan simple yield convention for inflation index bond.
- JP_SIMPLE - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Japan simple yield.
- JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.
- JPY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'JPY' - Japanese Yen.
- JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
- JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
- JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
- JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
- JPY_FIXED_ZC_JP_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.
- JPY_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for JPY-LIBOR.
- JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for JPY.
- JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for JPY.
- JPY_LIBOR_1M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.
- JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for JPY.
- JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for JPY.
- JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for JPY.
- JPY_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.
- JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for JPY.
- JPY_LIBOR_6M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.
- JPY_LIBOR_6M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.
- JPY_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
JPY-dominated standardized credit default swap.
- JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month TIBOR (Euroyen) index.
- JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month TIBOR (Euroyen) index.
- JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.
- JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week TIBOR (Euroyen) index.
- JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month TIBOR (Euroyen) index.
- JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month TIBOR (Euroyen) index.
- JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.
- JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month TIBOR (Euroyen) index.
- JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month TIBOR (Japan) index.
- JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month TIBOR (Japan) index.
- JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.
- JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week TIBOR (Japan) index.
- JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month TIBOR (Japan) index.
- JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month TIBOR (Japan) index.
- JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.
- JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month TIBOR (Japan) index.
- JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for JPY-TONAR Overnight index.
- JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The TONAR index for JPY.
- JPY_US_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
JPY-dominated standardized credit default swap.
- JSCC - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Japan Securities Clearing Corporation.
- JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change in case of immediate default.
- jumpToDefault(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the jump-to-default of the CDS index product.
- jumpToDefault(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the jump-to-default of the underlying product.
- jumpToDefault(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the jump-to-default of the CDS product.
- jumpToDefault(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the jump-to-default of the underlying product.
- JumpToDefault - Class in com.opengamma.strata.pricer.credit
-
The result of calculating Jump-To-Default.
- JumpToDefault.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for
JumpToDefault.
K
- keys() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns the set of keys of this property set.
- keys() - Method in class com.opengamma.strata.collect.MapStream
-
Returns the keys as a stream, dropping the values.
- KNOCK_IN - com.opengamma.strata.product.option.KnockType
-
Knock-in
- KNOCK_OUT - com.opengamma.strata.product.option.KnockType
-
Knock-out
- knockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
The meta-property for the
knockTypeproperty. - KnockType - Enum in com.opengamma.strata.product.option
-
The knock type of barrier event.
- knownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
The meta-property for the
knownAmountproperty. - knownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the
knownAmountproperty. - knownAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the known amount to pay/receive for the stub.
- KnownAmountBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A period within a swap that results in a known amount.
- KnownAmountBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
KnownAmountBondPaymentPeriod. - KnownAmountBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
KnownAmountBondPaymentPeriod. - KnownAmountNotionalSwapPaymentPeriod - Class in com.opengamma.strata.product.swap
-
A period within a swap that results in a known amount.
- KnownAmountNotionalSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
KnownAmountNotionalSwapPaymentPeriod. - KnownAmountNotionalSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
KnownAmountNotionalSwapPaymentPeriod. - KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap
-
A fixed swap leg defined in terms of known amounts.
- KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
KnownAmountSwapLeg. - KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
KnownAmountSwapLeg. - KnownAmountSwapPaymentPeriod - Class in com.opengamma.strata.product.swap
-
A period within a swap that results in a known amount.
- KnownAmountSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
KnownAmountSwapPaymentPeriod. - KnownAmountSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
KnownAmountSwapPaymentPeriod. - KR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'KR' - South Korea.
- KRW - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'KRW' = South Korean Won.
L
- label() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
The meta-property for the
labelproperty. - label(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the label to use for the node.
- label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the label to use for the node.
- label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the label to use for the node, may be empty.
- label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the label to use for the node, defaulted.
- label(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
Sets the label that describes the parameter.
- label(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the label to use for the node.
- LabelDateParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a date and label.
- LabelDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
LabelDateParameterMetadata. - LabelParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a label.
- LabelParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
LabelParameterMetadata. - lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the
lagproperty. - lag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the
lagproperty. - lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the positive period between the price index and the accrual date, typically a number of months.
- lag(Period) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the positive period between the price index and the accrual date, typically a number of months.
- lambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
lambdaExpiryproperty. - lambdaExpiry(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets penalty intensity parameter for expiry dimension.
- lambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
lambdaStrikeproperty. - lambdaStrike(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets penalty intensity parameter for strike dimension.
- LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
-
Convention applying a last business day of month rule.
- LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
-
Convention applying a last day of month rule, ignoring business days.
- LAST_FIXING - com.opengamma.strata.market.curve.CurveNodeDateType
-
Defines the last fixing date referenced in the trade.
- LAST_FIXING - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate
-
An instance defining the curve node date as the last fixing date date of the trade.
- lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Calculates the last business day of the month.
- lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
lastDeliveryDateproperty. - lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
lastDeliveryDateproperty. - lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
lastDeliveryDateproperty. - lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the last delivery date.
- lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the last delivery date.
- lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the last delivery date.
- lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Find the index of the first occurrence of the specified value.
- lastIndexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Find the index of the first occurrence of the specified value.
- lastIndexOf(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Find the index of the first occurrence of the specified value.
- lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
lastNoticeDateproperty. - lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
lastNoticeDateproperty. - lastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
lastNoticeDateproperty. - lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the last notice date.
- lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the last notice date.
- lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the last notice date.
- lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
lastRegularEndDateproperty. - lastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
lastRegularEndDateproperty. - lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional end date of the last regular schedule period, which is the start date of the final stub.
- lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the optional end date of the last regular payment schedule period, which is the start date of the final stub.
- lastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the
lastStepDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
-
The meta-property for the
lastTradeDateproperty. - lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the last trading date.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the last trading date.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the last trading date.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the last date of trading.
- lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the last date of trading.
- LCH - Static variable in class com.opengamma.strata.product.common.CcpIds
-
London Clearing House.
- LEFT - com.opengamma.strata.collect.io.AsciiTableAlignment
-
Align left.
- leftExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
-
Left extrapolates the y-value from the specified x-value.
- leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
-
Calculates the first derivative of the left extrapolated y-value at the specified x-value.
- leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
-
Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.
- LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the initial notional amount of each leg of the calculation target.
- LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the present value of each leg of the calculation target.
- LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
An indication of the pay-off formula that applies to the leg.
- LegalEntity - Interface in com.opengamma.strata.product
-
A legal entity.
- LegalEntityCurveGroup - Class in com.opengamma.strata.market.curve
-
A group of repo curves and issuer curves.
- LegalEntityCurveGroup.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
LegalEntityCurveGroup. - LegalEntityCurveGroup.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
LegalEntityCurveGroup. - LegalEntityCurveGroupId - Class in com.opengamma.strata.market.curve
-
An identifier used to access a curve group by name.
- LegalEntityDiscountingMarketData - Interface in com.opengamma.strata.measure.bond
-
Market data for products based on repo and issuer curves.
- LegalEntityDiscountingMarketDataLookup - Interface in com.opengamma.strata.measure.bond
-
The lookup that provides access to legal entity discounting in market data.
- LegalEntityDiscountingProvider - Interface in com.opengamma.strata.pricer.bond
-
A provider of data for bond pricing, based on repo and issuer discounting.
- LegalEntityDiscountingScenarioMarketData - Interface in com.opengamma.strata.measure.bond
-
Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.
- legalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
-
The meta-property for the
legalEntityGroupproperty. - legalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the
legalEntityGroupproperty. - LegalEntityGroup - Class in com.opengamma.strata.market.curve
-
Legal entity group.
- legalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
legalEntityIdproperty. - legalEntityId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the legal entity identifier.
- legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the legal entity identifier.
- legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the legal entity identifier.
- legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the legal entity identifier.
- LegalEntityId - Class in com.opengamma.strata.product
-
An identifier for a legal entity.
- legalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
legalEntityIdsproperty. - legalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
legalEntityIdsproperty. - legalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
legalEntityIdsproperty. - legalEntityIds(StandardId...) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the
legalEntityIdsproperty in the builder from an array of objects. - legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the
legalEntityIdsproperty in the builder from an array of objects. - legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the
legalEntityIdsproperty in the builder from an array of objects. - legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the legal entity identifiers.
- legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the legal entity identifiers.
- legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the legal entity identifiers.
- LegalEntityInformation - Class in com.opengamma.strata.market.observable
-
Legal entity information.
- LegalEntityInformation.Meta - Class in com.opengamma.strata.market.observable
-
The meta-bean for
LegalEntityInformation. - LegalEntityInformationId - Class in com.opengamma.strata.market.observable
-
Identifies the market data for legal entity information.
- LegalEntityRatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of legal entity rates curves into memory by reading from CSV resources.
- LegalEntityRatesCurvesCsvLoader() - Constructor for class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
- LegalEntitySecurity - Interface in com.opengamma.strata.product.bond
-
An instrument representing a security associated with a legal entity.
- LegalEntitySurvivalProbabilities - Class in com.opengamma.strata.pricer.credit
-
The legal entity survival probabilities.
- LegalEntitySurvivalProbabilities.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for
LegalEntitySurvivalProbabilities. - LegAmount - Interface in com.opengamma.strata.market.amount
-
Represents an amount of a currency associated with one leg of an instrument.
- LegAmounts - Class in com.opengamma.strata.market.amount
-
A collection of leg amounts.
- LegAmounts.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for
LegAmounts. - legInitialNotional(ResolvedSwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates the initial notional of each leg.
- legPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates the present value of each leg across one or more scenarios.
- legPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates the present value of each leg for a single set of market data.
- legs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
The meta-property for the
legsproperty. - legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
The meta-property for the
legsproperty. - legs(ResolvedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
Sets the
legsproperty in the builder from an array of objects. - legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
Sets the
legsproperty in the builder from an array of objects. - legs(List<? extends SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
Sets the legs of the swap.
- legs(List<ResolvedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
Sets the legs of the swap.
- LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of legs.
- length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns the length of the period.
- lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Calculates the number of days in the period.
- LightweightPositionCsvInfoResolver - Interface in com.opengamma.strata.loader.csv
-
Resolves additional information when parsing position CSV files.
- limit(long) - Method in class com.opengamma.strata.collect.MapStream
- LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Linear extrapolator.
- LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Linear interpolator.
- linearRebucketing(CurrencyParameterSensitivities, List<LocalDate>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
-
Re-buckets a
CurrencyParameterSensitivitiesto a given set of dates. - linearRebucketing(CurrencyParameterSensitivities, List<LocalDate>, LocalDate) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
-
Re-buckets a
CurrencyParameterSensitivitiesto a given set of dates. - lineNumber() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the line number in the source file.
- listOfEmpty(int) - Static method in interface com.opengamma.strata.market.param.ParameterMetadata
-
Gets a list of empty metadata instances.
- LME - Static variable in class com.opengamma.strata.product.common.CcpIds
-
London Metal Exchange Clear.
- load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
-
Creates a trade report template by reading a template definition in an ini file.
- load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
- load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate
-
Loads a report template from an ini file.
- load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
Loads the report template.
- load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Creates a trade report template by reading a template definition in an ini file.
- load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
- load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
-
Loads one or more CSV format fixing series files.
- load(ResourceLocator...) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Loads one or more CSV format position files.
- load(ResourceLocator...) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Loads one or more CSV format trade files.
- load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Loads one or more CSV format curve calibration files.
- load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Loads one or more CSV format curve calibration files.
- load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Loads one or more CSV format FX rate files for a specific date.
- load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Loads one or more CSV format quote files for a specific date.
- load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
-
Loads one or more CSV format curve files for a specific date.
- load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Loads one or more CSV format curve files for a specific date.
- load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Loads one or more CSV format FX rate files for a specific date.
- load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Loads one or more CSV format quote files for a specific date.
- load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
-
Loads one or more CSV format fixing series files.
- load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Loads one or more CSV format position files.
- load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Loads one or more CSV format sensitivities files.
- load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Loads one or more CSV format trade files.
- load(Set<LocalDate>, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Loads one or more CSV format FX rate files for a set of dates.
- load(Set<LocalDate>, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Loads one or more CSV format quote files for a set of dates.
- load(Set<LocalDate>, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Loads one or more CSV format FX rate files for a set of dates.
- load(Set<LocalDate>, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Loads one or more CSV format quote files for a set of dates.
- loadAllDates(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Loads one or more CSV format FX rate files.
- loadAllDates(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Loads one or more CSV format quote files.
- loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
-
Loads one or more CSV format curve files for all available dates.
- loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Loads one or more CSV format curve files for all available dates.
- loadAllDates(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Loads one or more CSV format FX rate files.
- loadAllDates(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Loads one or more CSV format quote files.
- loadCurveGroupDefinitions(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
-
Loads the curve groups definition CSV file.
- LoaderUtils - Class in com.opengamma.strata.loader
-
Contains utilities for loading market data from input files.
- loadSeasonalityDefinitions(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader
-
Loads the seasonality definition CSV file.
- loadWithSeasonality(ResourceLocator, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Loads one or more CSV format curve calibration files with seasonality.
- LOCAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a local volatility - 'LocalVolatility'.
- LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries
-
Immutable representation of a single point in a
LocalDateDoubleTimeSeries. - LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries
-
Interface for all local date time-series types containing
doublevalues. - LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries
-
Builder to create the immutable
LocalDateDoubleTimeSeries. - localTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
-
The meta-property for the
localTimesproperty. - LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Log linear extrapolator.
- LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Log linear interpolator.
- LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a strike based on log-moneyness, defined as the
ln(strike/forward). - LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is log-moneyness, i.e.
- LOG_NATURAL_SPLINE_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Log natural spline interpolator for discount factors.
- LOG_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Log natural spline interpolation with monotonicity filter.
- LogMoneynessStrike - Class in com.opengamma.strata.market.option
-
A strike based on log-moneyness.
- LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for
LogMoneynessStrike. - LONG - com.opengamma.strata.product.common.LongShort
-
Long.
- LONG_FINAL - com.opengamma.strata.basics.schedule.StubConvention
-
A long final stub.
- LONG_INITIAL - com.opengamma.strata.basics.schedule.StubConvention
-
A long initial stub.
- LONG_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the long quantity.
- LongArray - Class in com.opengamma.strata.collect.array
-
An immutable array of
longvalues. - LongDoublePair - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of a
longanddouble. - LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
LongDoublePair. - longObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
The meta-property for the
longObservationproperty. - longQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the
longQuantityproperty. - longQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
-
Sets the long quantity of the security.
- longQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the long quantity of the security.
- longShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
The meta-property for the
longShortproperty. - longShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
The meta-property for the
longShortproperty. - longShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
The meta-property for the
longShortproperty. - longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the
longShortproperty. - longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
Sets whether the option is long or short.
- longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
Sets whether the option is long or short.
- longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
Sets whether the option is long or short.
- longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets whether the option is long or short.
- LongShort - Enum in com.opengamma.strata.product.common
-
Flag indicating whether a trade is "long" or "short".
- LongTernaryOperator - Interface in com.opengamma.strata.collect.function
-
A function of three arguments that returns a value.
- lookup() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the
lookupproperty. - lookup(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
-
Looks up an instance by name.
- lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
Looks up an instance by name.
- lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Looks up an instance by name.
- lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup
-
Looks up an instance by name, returning null if not found.
- lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
Looks up an instance by name and type.
- lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Looks up an instance by name and type.
- lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Returns the map of known instances by name.
- lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup
-
Returns the immutable map of known instances by name.
- lookupAllNormalized() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Returns the map of known instances by normalized name.
- lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Looks up an element by href/id reference.
- lowerBoundIndex(double, double[]) - Static method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
Returns the index of the last value in the input array which is lower than the specified value.
- LU - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'LU' - Luxembourg.
M
- macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the Macaulay duration of the fixed coupon bond product from yield.
- map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
The meta-property for the
mapproperty. - map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the entries in the stream by applying a mapper function to each key and value.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each value in the array.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each value in the matrix.
- map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
- map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that alters the value.
- map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Processes the value by applying a function that alters the value.
- map(Function<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Applies a function to the contents of the box and returns another box.
- map(IntUnaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with an operation applied to each value in the array.
- map(LongUnaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with an operation applied to each value in the array.
- mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Applies an operation to the amount.
- mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the amounts.
- mapCurrencyAmounts(UnaryOperator<CurrencyAmount>) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the currency amounts.
- mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each date in the time series which creates a new date, returning a new time series with the new dates and the points from this time series.
- mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key and value.
- mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key.
- mapMetadata(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
-
Maps the sensitivity metadata.
- mappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
The meta-property for the
mappingsproperty. - mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the
mappingsproperty in the builder from an array of objects. - mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the market data filters and perturbations that define the scenarios.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Applies an operation to the sensitivities in this instance.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns an instance with the specified operation applied to the sensitivities in this builder.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- MapStream<K,V> - Class in com.opengamma.strata.collect
-
A stream implementation based on
Map.Entry. - mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a map.
- MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
- mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each key and value.
- mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each value in the time series.
- mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each value.
- mapWithIndex(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Applies a function to the contents of the box once for each scenario and returns a box containing the values returned from the function.
- mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each indexed value in the array.
- mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each indexed value in the matrix.
- mapWithIndex(IntLongToLongFunction) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with an operation applied to each indexed value in the array.
- mapWithIndex(IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with an operation applied to each indexed value in the array.
- MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
The market quote instance, which is the default used in synthetic curve calibration.
- MARKET_VALUE - Static variable in class com.opengamma.strata.data.FieldName
-
The field name for the market value - 'MarketValue'.
- marketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
-
The meta-property for the
marketDataproperty. - marketData(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
-
Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
- marketData(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
-
Sets the market data.
- MarketData - Interface in com.opengamma.strata.data
-
Provides access to market data, such as curves, surfaces and time-series.
- MarketDataBox<T> - Interface in com.opengamma.strata.data.scenario
-
A box which can provide values for an item of market data used in scenarios.
- MarketDataConfig - Class in com.opengamma.strata.calc.marketdata
-
Configuration required for building non-observable market data, for example curves or surfaces.
- MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for
MarketDataConfig. - MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata
-
A mutable builder for building an instance of
MarketDataConfig. - marketDataFactory() - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- marketDataFactory(ObservableDataProvider) - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
-
Component that provides the ability to source and calibrate market data.
- MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata
-
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
- MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata
-
A market data function creates items of market data for a set of market data IDs.
- marketDataFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns the standard market data functions used to build market data values from other market data.
- MarketDataFxRateProvider - Class in com.opengamma.strata.data
-
Provides FX rates from market data.
- MarketDataId<T> - Interface in com.opengamma.strata.data
-
An identifier for a unique item of market data.
- marketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the
marketDataNameproperty. - marketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the
marketDataNameproperty. - marketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the
marketDataNameproperty. - marketDataName(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the market data name.
- MarketDataName<T> - Class in com.opengamma.strata.data
-
A name for an item of market data.
- MarketDataName() - Constructor for class com.opengamma.strata.data.MarketDataName
- MarketDataNotFoundException - Exception in com.opengamma.strata.data
-
Exception thrown if market data cannot be found.
- MarketDataNotFoundException(String) - Constructor for exception com.opengamma.strata.data.MarketDataNotFoundException
-
Creates the exception passing the exception message.
- MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
-
Requirements for market data.
- MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for
MarketDataRequirements. - MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
-
Mutable builder for creating instances of
MarketDataRequirements. - MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
- marketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
The meta-property for the
marketDataTypeproperty. - marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
Sets the type of market data handled by this mapping.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- MarketDataView - Interface in com.opengamma.strata.market
-
A high-level view of a single item of market data.
- marketQuote(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the market quote of swaps.
- MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
-
Provides market quote measures for a single type of trade based on functions.
- marketQuoteSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the market quote curve sensitivity for swaps.
- MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Calculator to obtain the Market Quote sensitivities.
- MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
- MARKIT_FIX - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
The correction proposed by Markit (v 1.8.2).
- matches(CharMatcher, int, int, String, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and only contains the specified characters.
- matches(MarketDataId<?>, MarketDataBox<?>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns true if the filter matches the market data ID and value.
- matches(I, MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
- matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Checks if the date matches the rules of the roll convention.
- matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and matches the specified pattern.
- matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that matches the specified party ID.
- matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that matches the specified party ID regular expression.
- MathException - Exception in com.opengamma.strata.math
-
Exception thrown by math.
- MathException() - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance.
- MathException(String) - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance based on a message.
- MathException(String, Throwable) - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance based on a message and cause.
- MathException(Throwable) - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance based on a cause.
- Matrix - Interface in com.opengamma.strata.collect.array
-
Base interface for all matrix types.
- maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the
maturityDateproperty. - maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the
maturityDateproperty. - maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the
maturityDateproperty. - maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the maturity date of the investment implied by the fixing date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the
maturityDateOffsetproperty. - maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
maturityDateOffsetproperty. - maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the fixing date to obtain the maturity date.
- maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the maturity date.
- max() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- max() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the minimum value held in the array.
- max() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns the minimum value held in the array.
- max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- maximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
The meta-property for the
maximumStepsproperty. - maximumSteps(int) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
Sets the maximum number of steps for the root finder.
- maxKeys(Comparator<? super K>) - Method in class com.opengamma.strata.collect.MapStream
-
Finds the maximum entry in the stream by comparing the keys using the supplied comparator.
- maxValues(Comparator<? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Finds the maximum entry in the stream by comparing the values using the supplied comparator.
- measure() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the
measureproperty. - measure() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
The meta-property for the
measureproperty. - measure() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
- measure() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Returns the measure calculated by the function.
- measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the measure to be calculated.
- measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the measure encoded in a value path, if present.
- Measure - Interface in com.opengamma.strata.calc
-
Identifies a measure that can be produced by the system.
- Measures - Class in com.opengamma.strata.measure
-
The standard set of measures that can be calculated by Strata.
- MEASURES - com.opengamma.strata.report.framework.expression.ValueRootType
-
Refers to the set of possible calculated measures.
- merge(int, LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule by combining the schedule periods.
- merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Merges the entries from the other matrix into this one.
- merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- mergedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Merges this parameter sensitivities with another instance taking the metadata into account.
- mergedWith(CurveSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Combines this set of sensitivities with another set.
- mergedWith(Map<CurveSensitivitiesType, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Merges this set of sensitivities with another set.
- mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule by combining the regular schedule periods.
- mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule with a single 'Term' period.
- message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the
messageproperty. - message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the
messageproperty. - Messages - Class in com.opengamma.strata.collect
-
Contains utility methods for managing messages.
- meta() - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
The meta-bean for
CalculationTargetList. - meta() - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
The meta-bean for
AdjustablePayment. - meta() - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
The meta-bean for
CurrencyAmountArray. - meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
The meta-bean for
FxMatrix. - meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
-
The meta-bean for
FxRate. - meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
The meta-bean for
MultiCurrencyAmount. - meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
The meta-bean for
MultiCurrencyAmountArray. - meta() - Static method in class com.opengamma.strata.basics.currency.Payment
-
The meta-bean for
Payment. - meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
The meta-bean for
AdjustableDate. - meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
The meta-bean for
BusinessDayAdjustment. - meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
The meta-bean for
DaysAdjustment. - meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
The meta-bean for
ImmutableHolidayCalendar. - meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
The meta-bean for
PeriodAdjustment. - meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
The meta-bean for
TenorAdjustment. - meta() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
The meta-bean for
ImmutableReferenceData. - meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
The meta-bean for
FxIndexObservation. - meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
The meta-bean for
IborIndexObservation. - meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
The meta-bean for
ImmutableFloatingRateName. - meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
The meta-bean for
ImmutableFxIndex. - meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
The meta-bean for
ImmutableIborIndex. - meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
The meta-bean for
ImmutableOvernightIndex. - meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
The meta-bean for
ImmutablePriceIndex. - meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
The meta-bean for
OvernightIndexObservation. - meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
The meta-bean for
PriceIndexObservation. - meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
The meta-bean for
PeriodicSchedule. - meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
The meta-bean for
Schedule. - meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
The meta-bean for
SchedulePeriod. - meta() - Static method in class com.opengamma.strata.basics.StandardId
-
The meta-bean for
StandardId. - meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
The meta-bean for
ValueAdjustment. - meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
The meta-bean for
ValueDerivatives. - meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
The meta-bean for
ValueSchedule. - meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
-
The meta-bean for
ValueStep. - meta() - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
-
The meta-bean for
ValueStepSequence. - meta() - Static method in class com.opengamma.strata.calc.CalculationRules
-
The meta-bean for
CalculationRules. - meta() - Static method in class com.opengamma.strata.calc.Column
-
The meta-bean for
Column. - meta() - Static method in class com.opengamma.strata.calc.ColumnHeader
-
The meta-bean for
ColumnHeader. - meta() - Static method in class com.opengamma.strata.calc.ImmutableMeasure
-
The meta-bean for
ImmutableMeasure. - meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
The meta-bean for
BuiltMarketData. - meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
The meta-bean for
BuiltScenarioMarketData. - meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
The meta-bean for
MarketDataConfig. - meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
The meta-bean for
MarketDataRequirements. - meta() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
The meta-bean for
PerturbationMapping. - meta() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
The meta-bean for
ScenarioDefinition. - meta() - Static method in class com.opengamma.strata.calc.ReportingCurrency
-
The meta-bean for
ReportingCurrency. - meta() - Static method in class com.opengamma.strata.calc.Results
-
The meta-bean for
Results. - meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
The meta-bean for
CalculationParameters. - meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
The meta-bean for
CalculationResult. - meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResults
-
The meta-bean for
CalculationResults. - meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
The meta-bean for
CalculationTask. - meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
The meta-bean for
CalculationTaskCell. - meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
The meta-bean for
CalculationTasks. - meta() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
The meta-bean for
FunctionRequirements. - meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
The meta-bean for
DoubleMatrix. - meta() - Static method in class com.opengamma.strata.collect.result.Failure
-
The meta-bean for
Failure. - meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
-
The meta-bean for
FailureItem. - meta() - Static method in class com.opengamma.strata.collect.result.FailureItems
-
The meta-bean for
FailureItems. - meta() - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for
Result. - meta() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
The meta-bean for
ValueWithFailures. - meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
The meta-bean for
DoublesPair. - meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
The meta-bean for
IntDoublePair. - meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
The meta-bean for
LongDoublePair. - meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for
ObjDoublePair. - meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for
ObjIntPair. - meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for
Pair. - meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for
Triple. - meta() - Static method in class com.opengamma.strata.data.FxMatrixId
-
The meta-bean for
FxMatrixId. - meta() - Static method in class com.opengamma.strata.data.FxRateId
-
The meta-bean for
FxRateId. - meta() - Static method in class com.opengamma.strata.data.ImmutableMarketData
-
The meta-bean for
ImmutableMarketData. - meta() - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
The meta-bean for
MarketDataFxRateProvider. - meta() - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
The meta-bean for
CurrencyScenarioArray. - meta() - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
The meta-bean for
DoubleScenarioArray. - meta() - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
The meta-bean for
FxRateScenarioArray. - meta() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
The meta-bean for
ImmutableScenarioMarketData. - meta() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
The meta-bean for
MultiCurrencyScenarioArray. - meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
-
The meta-bean for
CashFlow. - meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
-
The meta-bean for
CashFlows. - meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
The meta-bean for
LegAmounts. - meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
The meta-bean for
SwapLegAmount. - meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
-
The meta-bean for
AddFixedCurve. - meta() - Static method in class com.opengamma.strata.market.curve.CombinedCurve
-
The meta-bean for
CombinedCurve. - meta() - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
The meta-bean for
ConstantCurve. - meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
The meta-bean for
ConstantNodalCurve. - meta() - Static method in class com.opengamma.strata.market.curve.CurveId
-
The meta-bean for
CurveId. - meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDate
-
The meta-bean for
CurveNodeDate. - meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
The meta-bean for
CurveNodeDateOrder. - meta() - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
The meta-bean for
CurveParallelShifts. - meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
The meta-bean for
CurveParameterSize. - meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
The meta-bean for
DefaultCurveMetadata. - meta() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
The meta-bean for
DepositIsdaCreditCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
The meta-bean for
InflationNodalCurve. - meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
The meta-bean for
InterpolatedNodalCurve. - meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
The meta-bean for
InterpolatedNodalCurveDefinition. - meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
The meta-bean for
IsdaCreditCurveDefinition. - meta() - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
-
The meta-bean for
IssuerCurveInputsId. - meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
The meta-bean for
JacobianCalibrationMatrix. - meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
The meta-bean for
LegalEntityCurveGroup. - meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
-
The meta-bean for
LegalEntityCurveGroupId. - meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
The meta-bean for
CdsIndexIsdaCreditCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
The meta-bean for
CdsIsdaCreditCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
The meta-bean for
FixedIborSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
The meta-bean for
FixedInflationSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
The meta-bean for
FixedOvernightSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
The meta-bean for
FraCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
The meta-bean for
FxSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
The meta-bean for
IborFixingDepositCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
The meta-bean for
IborFutureCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
The meta-bean for
IborIborSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
The meta-bean for
OvernightIborSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
The meta-bean for
TermDepositCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
The meta-bean for
ThreeLegBasisSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
The meta-bean for
XCcyIborIborSwapCurveNode. - meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
The meta-bean for
ParallelShiftedCurve. - meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
The meta-bean for
ParameterizedFunctionalCurve. - meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
The meta-bean for
ParameterizedFunctionalCurveDefinition. - meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
The meta-bean for
RatesCurveGroup. - meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
The meta-bean for
RatesCurveGroupDefinition. - meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
The meta-bean for
RatesCurveGroupEntry. - meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
-
The meta-bean for
RatesCurveGroupId. - meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
-
The meta-bean for
RatesCurveInputs. - meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId
-
The meta-bean for
RatesCurveInputsId. - meta() - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId
-
The meta-bean for
RepoCurveInputsId. - meta() - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
The meta-bean for
SeasonalityDefinition. - meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
The meta-bean for
SimpleCurveParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
The meta-bean for
SwapIsdaCreditCurveNode. - meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
The meta-bean for
ExplainMap. - meta() - Static method in class com.opengamma.strata.market.FxRateShifts
-
The meta-bean for
FxRateShifts. - meta() - Static method in class com.opengamma.strata.market.GenericDoubleShifts
-
The meta-bean for
GenericDoubleShifts. - meta() - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
The meta-bean for
IndexQuoteId. - meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
The meta-bean for
LegalEntityInformation. - meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
The meta-bean for
LegalEntityInformationId. - meta() - Static method in class com.opengamma.strata.market.observable.Quote
-
The meta-bean for
Quote. - meta() - Static method in class com.opengamma.strata.market.observable.QuoteId
-
The meta-bean for
QuoteId. - meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
The meta-bean for
QuoteScenarioArray. - meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
The meta-bean for
QuoteScenarioArrayId. - meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
The meta-bean for
DeltaStrike. - meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
The meta-bean for
LogMoneynessStrike. - meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
The meta-bean for
MoneynessStrike. - meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
The meta-bean for
SimpleStrike. - meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
The meta-bean for
CrossGammaParameterSensitivities. - meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
The meta-bean for
CrossGammaParameterSensitivity. - meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
The meta-bean for
CurrencyParameterSensitivities. - meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
The meta-bean for
CurrencyParameterSensitivity. - meta() - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
The meta-bean for
LabelDateParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
The meta-bean for
LabelParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.param.ParameterSize
-
The meta-bean for
ParameterSize. - meta() - Static method in class com.opengamma.strata.market.param.PointShifts
-
The meta-bean for
PointShifts. - meta() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
The meta-bean for
ResolvedTradeParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
The meta-bean for
TenorDateParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
The meta-bean for
TenorParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
The meta-bean for
UnitParameterSensitivities. - meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
The meta-bean for
UnitParameterSensitivity. - meta() - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
The meta-bean for
YearMonthDateParameterMetadata. - meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
The meta-bean for
CurveSensitivities. - meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
The meta-bean for
PointSensitivities. - meta() - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
The meta-bean for
ConstantSurface. - meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
The meta-bean for
DefaultSurfaceMetadata. - meta() - Static method in class com.opengamma.strata.market.surface.DeformedSurface
-
The meta-bean for
DeformedSurface. - meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
The meta-bean for
InterpolatedNodalSurface. - meta() - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
The meta-bean for
GridSurfaceInterpolator. - meta() - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
The meta-bean for
SimpleSurfaceParameterMetadata. - meta() - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
The meta-bean for
TargetTypeCalculationParameter. - meta() - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
The meta-bean for
TradeCounterpartyCalculationParameter. - meta() - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
The meta-bean for
CmsSabrExtrapolationParams. - meta() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
The meta-bean for
RootFinderConfig. - meta() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
-
The meta-bean for
FxRateConfig. - meta() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
The meta-bean for
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification. - meta() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
The meta-bean for
BlackFxOptionSmileVolatilitiesSpecification. - meta() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
-
The meta-bean for
FxOptionVolatilitiesDefinition. - meta() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
The meta-bean for
FxOptionVolatilitiesNode. - meta() - Static method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
-
The meta-bean for
ValuationZoneTimeDefinition. - meta() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
The meta-bean for
BlackBondFutureExpiryLogMoneynessVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
The meta-bean for
BondFutureOptionSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
The meta-bean for
BondFutureVolatilitiesId. - meta() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
The meta-bean for
ImmutableLegalEntityDiscountingProvider. - meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
The meta-bean for
IssuerCurveDiscountFactors. - meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
The meta-bean for
IssuerCurveZeroRateSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
The meta-bean for
RepoCurveDiscountFactors. - meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
The meta-bean for
RepoCurveZeroRateSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for
BlackIborCapletFloorletExpiryStrikeVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
The meta-bean for
DirectIborCapletFloorletVolatilityDefinition. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
The meta-bean for
IborCapletFloorletSabrSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
The meta-bean for
IborCapletFloorletSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
The meta-bean for
IborCapletFloorletVolatilitiesId. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
The meta-bean for
IborCapletFloorletVolatilityCalibrationResult. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for
NormalIborCapletFloorletExpiryStrikeVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
The meta-bean for
SabrIborCapletFloorletVolatilityBootstrapDefinition. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
The meta-bean for
SabrIborCapletFloorletVolatilityCalibrationDefinition. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
The meta-bean for
SabrParametersIborCapletFloorletVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
The meta-bean for
SurfaceIborCapletFloorletVolatilityBootstrapDefinition. - meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
The meta-bean for
GenericVolatilitySurfacePeriodParameterMetadata. - meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
The meta-bean for
GenericVolatilitySurfaceYearFractionParameterMetadata. - meta() - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
The meta-bean for
ConstantRecoveryRates. - meta() - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
The meta-bean for
CreditCurveZeroRateSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
The meta-bean for
ImmutableCreditRatesProvider. - meta() - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
The meta-bean for
IsdaCreditDiscountFactors. - meta() - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
The meta-bean for
JumpToDefault. - meta() - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
The meta-bean for
LegalEntitySurvivalProbabilities. - meta() - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
The meta-bean for
DiscountFxForwardRates. - meta() - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
The meta-bean for
ForwardFxIndexRates. - meta() - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
The meta-bean for
FxForwardSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
The meta-bean for
FxIndexSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
The meta-bean for
BlackFxOptionFlatVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
The meta-bean for
BlackFxOptionSmileVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
The meta-bean for
BlackFxOptionSurfaceVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
The meta-bean for
FxOptionSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
The meta-bean for
FxOptionVolatilitiesId. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
The meta-bean for
FxVolatilitySurfaceYearFractionParameterMetadata. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
The meta-bean for
InterpolatedStrikeSmileDeltaTermStructure. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
The meta-bean for
RecombiningTrinomialTreeData. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
The meta-bean for
SmileAndBucketedSensitivities. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
The meta-bean for
SmileDeltaParameters. - meta() - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
The meta-bean for
VolatilityAndBucketedSensitivities. - meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
The meta-bean for
IborFutureOptionSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
The meta-bean for
IborFutureOptionVolatilitiesId. - meta() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
The meta-bean for
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
The meta-bean for
HullWhiteOneFactorPiecewiseConstantParameters. - meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
The meta-bean for
HullWhiteOneFactorPiecewiseConstantParametersProvider. - meta() - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
The meta-bean for
SabrInterestRateParameters. - meta() - Static method in class com.opengamma.strata.pricer.model.SabrParameters
-
The meta-bean for
SabrParameters. - meta() - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
The meta-bean for
RawOptionData. - meta() - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
The meta-bean for
TenorRawOptionData. - meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
The meta-bean for
DiscountIborIndexRates. - meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
The meta-bean for
DiscountOvernightIndexRates. - meta() - Static method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
-
The meta-bean for
HistoricIborIndexRates. - meta() - Static method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
-
The meta-bean for
HistoricOvernightIndexRates. - meta() - Static method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
-
The meta-bean for
HistoricPriceIndexValues. - meta() - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
The meta-bean for
IborRateSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
The meta-bean for
ImmutableRatesProvider. - meta() - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
The meta-bean for
InflationRateSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
The meta-bean for
OvernightRateSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
The meta-bean for
SimpleIborIndexRates. - meta() - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
The meta-bean for
SimplePriceIndexValues. - meta() - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
The meta-bean for
SimpleDiscountFactors. - meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
The meta-bean for
BlackSwaptionExpiryTenorVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
The meta-bean for
NormalSwaptionExpirySimpleMoneynessVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
The meta-bean for
NormalSwaptionExpiryStrikeVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
The meta-bean for
NormalSwaptionExpiryTenorVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
The meta-bean for
SabrParametersSwaptionVolatilities. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
The meta-bean for
SabrSwaptionDefinition. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
The meta-bean for
SwaptionSabrSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
The meta-bean for
SwaptionSensitivity. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
The meta-bean for
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
The meta-bean for
SwaptionSurfaceExpiryStrikeParameterMetadata. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
The meta-bean for
SwaptionSurfaceExpiryTenorParameterMetadata. - meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
The meta-bean for
SwaptionVolatilitiesId. - meta() - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
The meta-bean for
ZeroRateDiscountFactors. - meta() - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
The meta-bean for
ZeroRatePeriodicDiscountFactors. - meta() - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
The meta-bean for
ZeroRateSensitivity. - meta() - Static method in class com.opengamma.strata.product.bond.Bill
-
The meta-bean for
Bill. - meta() - Static method in class com.opengamma.strata.product.bond.BillPosition
-
The meta-bean for
BillPosition. - meta() - Static method in class com.opengamma.strata.product.bond.BillSecurity
-
The meta-bean for
BillSecurity. - meta() - Static method in class com.opengamma.strata.product.bond.BillTrade
-
The meta-bean for
BillTrade. - meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
-
The meta-bean for
BondFuture. - meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
-
The meta-bean for
BondFutureOption. - meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
The meta-bean for
BondFutureOptionPosition. - meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
The meta-bean for
BondFutureOptionSecurity. - meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
The meta-bean for
BondFutureOptionTrade. - meta() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
-
The meta-bean for
BondFuturePosition. - meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
The meta-bean for
BondFutureSecurity. - meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
-
The meta-bean for
BondFutureTrade. - meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
The meta-bean for
CapitalIndexedBond. - meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
The meta-bean for
CapitalIndexedBondPaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
The meta-bean for
CapitalIndexedBondPosition. - meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
The meta-bean for
CapitalIndexedBondSecurity. - meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
The meta-bean for
CapitalIndexedBondTrade. - meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
-
The meta-bean for
FixedCouponBond. - meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
The meta-bean for
FixedCouponBondPaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
The meta-bean for
FixedCouponBondPosition. - meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
The meta-bean for
FixedCouponBondSecurity. - meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
The meta-bean for
FixedCouponBondTrade. - meta() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
The meta-bean for
KnownAmountBondPaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
-
The meta-bean for
ResolvedBill. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
The meta-bean for
ResolvedBillTrade. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
The meta-bean for
ResolvedBondFuture. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
The meta-bean for
ResolvedBondFutureOption. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
The meta-bean for
ResolvedBondFutureOptionTrade. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
The meta-bean for
ResolvedBondFutureTrade. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The meta-bean for
ResolvedCapitalIndexedBond. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
-
The meta-bean for
ResolvedCapitalIndexedBondSettlement. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
The meta-bean for
ResolvedCapitalIndexedBondTrade. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The meta-bean for
ResolvedFixedCouponBond. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
-
The meta-bean for
ResolvedFixedCouponBondSettlement. - meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
The meta-bean for
ResolvedFixedCouponBondTrade. - meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
The meta-bean for
IborCapFloor. - meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
The meta-bean for
IborCapFloorLeg. - meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
The meta-bean for
IborCapFloorTrade. - meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
The meta-bean for
IborCapletFloorletPeriod. - meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
The meta-bean for
ResolvedIborCapFloor. - meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
The meta-bean for
ResolvedIborCapFloorLeg. - meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
The meta-bean for
ResolvedIborCapFloorTrade. - meta() - Static method in class com.opengamma.strata.product.cms.Cms
-
The meta-bean for
Cms. - meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
-
The meta-bean for
CmsLeg. - meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
-
The meta-bean for
CmsPeriod. - meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
-
The meta-bean for
CmsTrade. - meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
The meta-bean for
ResolvedCms. - meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
The meta-bean for
ResolvedCmsLeg. - meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
The meta-bean for
ResolvedCmsTrade. - meta() - Static method in class com.opengamma.strata.product.credit.Cds
-
The meta-bean for
Cds. - meta() - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
The meta-bean for
CdsCalibrationTrade. - meta() - Static method in class com.opengamma.strata.product.credit.CdsIndex
-
The meta-bean for
CdsIndex. - meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
The meta-bean for
CdsIndexCalibrationTrade. - meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
The meta-bean for
CdsIndexTrade. - meta() - Static method in class com.opengamma.strata.product.credit.CdsQuote
-
The meta-bean for
CdsQuote. - meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
-
The meta-bean for
CdsTrade. - meta() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
The meta-bean for
CreditCouponPaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
-
The meta-bean for
ResolvedCds. - meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
The meta-bean for
ResolvedCdsIndex. - meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
The meta-bean for
ResolvedCdsIndexTrade. - meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
The meta-bean for
ResolvedCdsTrade. - meta() - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
The meta-bean for
DatesCdsTemplate. - meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
The meta-bean for
ImmutableCdsConvention. - meta() - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
The meta-bean for
TenorCdsTemplate. - meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
The meta-bean for
IborFixingDeposit. - meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
The meta-bean for
IborFixingDepositTrade. - meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
The meta-bean for
ResolvedIborFixingDeposit. - meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
The meta-bean for
ResolvedIborFixingDepositTrade. - meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
The meta-bean for
ResolvedTermDeposit. - meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
The meta-bean for
ResolvedTermDepositTrade. - meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
-
The meta-bean for
TermDeposit. - meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
The meta-bean for
TermDepositTrade. - meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
The meta-bean for
IborFixingDepositTemplate. - meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
The meta-bean for
ImmutableIborFixingDepositConvention. - meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
The meta-bean for
ImmutableTermDepositConvention. - meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
The meta-bean for
TermDepositTemplate. - meta() - Static method in class com.opengamma.strata.product.dsf.Dsf
-
The meta-bean for
Dsf. - meta() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
-
The meta-bean for
DsfPosition. - meta() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
-
The meta-bean for
DsfSecurity. - meta() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
-
The meta-bean for
DsfTrade. - meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
The meta-bean for
ResolvedDsf. - meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
The meta-bean for
ResolvedDsfTrade. - meta() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
-
The meta-bean for
EtdContractSpec. - meta() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
The meta-bean for
EtdFuturePosition. - meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
The meta-bean for
EtdFutureSecurity. - meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
The meta-bean for
EtdFutureTrade. - meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
The meta-bean for
EtdOptionPosition. - meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
The meta-bean for
EtdOptionSecurity. - meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
The meta-bean for
EtdOptionTrade. - meta() - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The meta-bean for
EtdVariant. - meta() - Static method in class com.opengamma.strata.product.fra.Fra
-
The meta-bean for
Fra. - meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
-
The meta-bean for
FraTrade. - meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
-
The meta-bean for
ResolvedFra. - meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
The meta-bean for
ResolvedFraTrade. - meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
The meta-bean for
FraTemplate. - meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
The meta-bean for
ImmutableFraConvention. - meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
-
The meta-bean for
FxNdf. - meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
The meta-bean for
FxNdfTrade. - meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
-
The meta-bean for
FxSingle. - meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
The meta-bean for
FxSingleTrade. - meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
-
The meta-bean for
FxSwap. - meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
The meta-bean for
FxSwapTrade. - meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
The meta-bean for
ResolvedFxNdf. - meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
The meta-bean for
ResolvedFxNdfTrade. - meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
The meta-bean for
ResolvedFxSingle. - meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
The meta-bean for
ResolvedFxSingleTrade. - meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
The meta-bean for
ResolvedFxSwap. - meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
The meta-bean for
ResolvedFxSwapTrade. - meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
The meta-bean for
FxSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
The meta-bean for
ImmutableFxSwapConvention. - meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
The meta-bean for
FxSingleBarrierOption. - meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
The meta-bean for
FxSingleBarrierOptionTrade. - meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
The meta-bean for
FxVanillaOption. - meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
The meta-bean for
FxVanillaOptionTrade. - meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
The meta-bean for
ResolvedFxSingleBarrierOption. - meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
The meta-bean for
ResolvedFxSingleBarrierOptionTrade. - meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
The meta-bean for
ResolvedFxVanillaOption. - meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
The meta-bean for
ResolvedFxVanillaOptionTrade. - meta() - Static method in class com.opengamma.strata.product.GenericSecurity
-
The meta-bean for
GenericSecurity. - meta() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
The meta-bean for
GenericSecurityPosition. - meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
The meta-bean for
GenericSecurityTrade. - meta() - Static method in class com.opengamma.strata.product.index.IborFuture
-
The meta-bean for
IborFuture. - meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
-
The meta-bean for
IborFutureOption. - meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
The meta-bean for
IborFutureOptionPosition. - meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
The meta-bean for
IborFutureOptionSecurity. - meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
The meta-bean for
IborFutureOptionTrade. - meta() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
-
The meta-bean for
IborFuturePosition. - meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
-
The meta-bean for
IborFutureSecurity. - meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
-
The meta-bean for
IborFutureTrade. - meta() - Static method in class com.opengamma.strata.product.index.OvernightFuture
-
The meta-bean for
OvernightFuture. - meta() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
The meta-bean for
OvernightFuturePosition. - meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
The meta-bean for
OvernightFutureSecurity. - meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
The meta-bean for
OvernightFutureTrade. - meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
The meta-bean for
ResolvedIborFuture. - meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
The meta-bean for
ResolvedIborFutureOption. - meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
The meta-bean for
ResolvedIborFutureOptionTrade. - meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
The meta-bean for
ResolvedIborFutureTrade. - meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
The meta-bean for
ResolvedOvernightFuture. - meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
The meta-bean for
ResolvedOvernightFutureTrade. - meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
The meta-bean for
ImmutableIborFutureConvention. - meta() - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
The meta-bean for
SimpleConstantContinuousBarrier. - meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
-
The meta-bean for
BulletPayment. - meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
The meta-bean for
BulletPaymentTrade. - meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
The meta-bean for
ResolvedBulletPayment. - meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
The meta-bean for
ResolvedBulletPaymentTrade. - meta() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
-
The meta-bean for
PortfolioItemSummary. - meta() - Static method in class com.opengamma.strata.product.PositionInfo
-
The meta-bean for
PositionInfo. - meta() - Static method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
-
The meta-bean for
FixedOvernightCompoundedAnnualRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
-
The meta-bean for
FixedRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
The meta-bean for
IborAveragedFixing. - meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
The meta-bean for
IborAveragedRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
The meta-bean for
IborInterpolatedRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.IborRateComputation
-
The meta-bean for
IborRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
The meta-bean for
InflationEndInterpolatedRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
The meta-bean for
InflationEndMonthRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
The meta-bean for
InflationInterpolatedRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
The meta-bean for
InflationMonthlyRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
The meta-bean for
OvernightAveragedDailyRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
The meta-bean for
OvernightAveragedRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
The meta-bean for
OvernightCompoundedAnnualRateComputation. - meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
The meta-bean for
OvernightCompoundedRateComputation. - meta() - Static method in class com.opengamma.strata.product.SecurityInfo
-
The meta-bean for
SecurityInfo. - meta() - Static method in class com.opengamma.strata.product.SecurityPosition
-
The meta-bean for
SecurityPosition. - meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
The meta-bean for
SecurityPriceInfo. - meta() - Static method in class com.opengamma.strata.product.SecurityTrade
-
The meta-bean for
SecurityTrade. - meta() - Static method in class com.opengamma.strata.product.SimpleLegalEntity
-
The meta-bean for
SimpleLegalEntity. - meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
The meta-bean for
FixedRateCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
The meta-bean for
FixedRateStubCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
-
The meta-bean for
FutureValueNotional. - meta() - Static method in class com.opengamma.strata.product.swap.FxReset
-
The meta-bean for
FxReset. - meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
-
The meta-bean for
FxResetCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
The meta-bean for
FxResetNotionalExchange. - meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
The meta-bean for
IborRateCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
The meta-bean for
IborRateStubCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
The meta-bean for
ImmutableSwapIndex. - meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
The meta-bean for
InflationRateCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
The meta-bean for
KnownAmountNotionalSwapPaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
The meta-bean for
KnownAmountSwapLeg. - meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
The meta-bean for
KnownAmountSwapPaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
The meta-bean for
NotionalExchange. - meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
The meta-bean for
NotionalSchedule. - meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
The meta-bean for
OvernightRateCalculation. - meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
-
The meta-bean for
PaymentSchedule. - meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
The meta-bean for
RateAccrualPeriod. - meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
The meta-bean for
RateCalculationSwapLeg. - meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
The meta-bean for
RatePaymentPeriod. - meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
The meta-bean for
RatePeriodSwapLeg. - meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
-
The meta-bean for
ResetSchedule. - meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
The meta-bean for
ResolvedSwap. - meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
The meta-bean for
ResolvedSwapLeg. - meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
The meta-bean for
ResolvedSwapTrade. - meta() - Static method in class com.opengamma.strata.product.swap.Swap
-
The meta-bean for
Swap. - meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
The meta-bean for
SwapTrade. - meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
The meta-bean for
FixedIborSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
The meta-bean for
FixedInflationSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
The meta-bean for
FixedOvernightSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
The meta-bean for
FixedRateSwapLegConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
The meta-bean for
IborIborSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The meta-bean for
IborRateSwapLegConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
The meta-bean for
ImmutableFixedIborSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
The meta-bean for
ImmutableFixedInflationSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
The meta-bean for
ImmutableFixedOvernightSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
The meta-bean for
ImmutableIborIborSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
The meta-bean for
ImmutableOvernightIborSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
The meta-bean for
ImmutableThreeLegBasisSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
The meta-bean for
ImmutableXCcyIborIborSwapConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
The meta-bean for
InflationRateSwapLegConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
The meta-bean for
OvernightIborSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
The meta-bean for
OvernightRateSwapLegConvention. - meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
The meta-bean for
ThreeLegBasisSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
The meta-bean for
XCcyIborIborSwapTemplate. - meta() - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
The meta-bean for
CashSwaptionSettlement. - meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
-
The meta-bean for
PhysicalSwaptionSettlement. - meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
The meta-bean for
ResolvedSwaption. - meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
The meta-bean for
ResolvedSwaptionTrade. - meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
-
The meta-bean for
Swaption. - meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
The meta-bean for
SwaptionTrade. - meta() - Static method in class com.opengamma.strata.product.TradedPrice
-
The meta-bean for
TradedPrice. - meta() - Static method in class com.opengamma.strata.product.TradeInfo
-
The meta-bean for
TradeInfo. - meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
The meta-bean for
CashFlowReport. - meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for
FormatSettings. - meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
The meta-bean for
ReportCalculationResults. - meta() - Static method in class com.opengamma.strata.report.ReportRequirements
-
The meta-bean for
ReportRequirements. - meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
-
The meta-bean for
TradeReport. - meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
-
The meta-bean for
TradeReportColumn. - meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
The meta-bean for
TradeReportTemplate. - metaBean() - Method in class com.opengamma.strata.basics.CalculationTargetList
- metaBean() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
- metaBean() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
- metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
- metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
- metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
- metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
- metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
- metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
- metaBean() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
- metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
- metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
- metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
- metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
- metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
- metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
- metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
- metaBean() - Method in class com.opengamma.strata.basics.StandardId
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
- metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
- metaBean() - Method in class com.opengamma.strata.calc.Column
- metaBean() - Method in class com.opengamma.strata.calc.ColumnHeader
- metaBean() - Method in class com.opengamma.strata.calc.ImmutableMeasure
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
- metaBean() - Method in class com.opengamma.strata.calc.ReportingCurrency
- metaBean() - Method in class com.opengamma.strata.calc.Results
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResults
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTask
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
- metaBean() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
- metaBean() - Method in class com.opengamma.strata.collect.array.IntArray
- metaBean() - Method in class com.opengamma.strata.collect.array.LongArray
- metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
- metaBean() - Method in class com.opengamma.strata.collect.result.Failure
- metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
- metaBean() - Method in class com.opengamma.strata.collect.result.FailureItems
- metaBean() - Method in class com.opengamma.strata.collect.result.Result
- metaBean() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
- metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
- metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
- metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
- metaBean() - Method in class com.opengamma.strata.data.FxMatrixId
- metaBean() - Method in class com.opengamma.strata.data.FxRateId
- metaBean() - Method in class com.opengamma.strata.data.ImmutableMarketData
- metaBean() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
- metaBean() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- metaBean() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- metaBean() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
- metaBean() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- metaBean() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
- metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
- metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
- metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.CombinedCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.ConstantCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveId
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
- metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- metaBean() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
- metaBean() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
- metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
- metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
- metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
- metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
- metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
- metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
- metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
- metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
- metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
- metaBean() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
- metaBean() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
- metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
- metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
- metaBean() - Method in class com.opengamma.strata.market.FxRateShifts
- metaBean() - Method in class com.opengamma.strata.market.GenericDoubleShifts
- metaBean() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
- metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
- metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
- metaBean() - Method in class com.opengamma.strata.market.observable.Quote
- metaBean() - Method in class com.opengamma.strata.market.observable.QuoteId
- metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
- metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
- metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
- metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
- metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
- metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
- metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
- metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
- metaBean() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.param.ParameterSize
- metaBean() - Method in class com.opengamma.strata.market.param.PointShifts
- metaBean() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
- metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
- metaBean() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
- metaBean() - Method in class com.opengamma.strata.market.surface.ConstantSurface
- metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- metaBean() - Method in class com.opengamma.strata.market.surface.DeformedSurface
- metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- metaBean() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
- metaBean() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
- metaBean() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
- metaBean() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
- metaBean() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
- metaBean() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
- metaBean() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
- metaBean() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
- metaBean() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
- metaBean() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
- metaBean() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
- metaBean() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
- metaBean() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
- metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
- metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
- metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
- metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
- metaBean() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- metaBean() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- metaBean() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- metaBean() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
- metaBean() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
- metaBean() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- metaBean() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- metaBean() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
- metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
- metaBean() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
- metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
- metaBean() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- metaBean() - Method in class com.opengamma.strata.pricer.model.SabrParameters
- metaBean() - Method in class com.opengamma.strata.pricer.option.RawOptionData
- metaBean() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
- metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- metaBean() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- metaBean() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- metaBean() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- metaBean() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- metaBean() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- metaBean() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- metaBean() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
- metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- metaBean() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- metaBean() - Method in class com.opengamma.strata.product.bond.Bill
- metaBean() - Method in class com.opengamma.strata.product.bond.BillPosition
- metaBean() - Method in class com.opengamma.strata.product.bond.BillSecurity
- metaBean() - Method in class com.opengamma.strata.product.bond.BillTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBill
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
- metaBean() - Method in class com.opengamma.strata.product.cms.Cms
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.Cds
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndex
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsQuote
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
- metaBean() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
- metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
- metaBean() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
- metaBean() - Method in class com.opengamma.strata.product.dsf.Dsf
- metaBean() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- metaBean() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- metaBean() - Method in class com.opengamma.strata.product.dsf.DsfTrade
- metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
- metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdVariant
- metaBean() - Method in class com.opengamma.strata.product.fra.Fra
- metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
- metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra
- metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
- metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
- metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
- metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurity
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade
- metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuture
- metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
- metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- metaBean() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
- metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
- metaBean() - Method in class com.opengamma.strata.product.PortfolioItemSummary
- metaBean() - Method in class com.opengamma.strata.product.PositionInfo
- metaBean() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.IborRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
- metaBean() - Method in class com.opengamma.strata.product.SecurityInfo
- metaBean() - Method in class com.opengamma.strata.product.SecurityPosition
- metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo
- metaBean() - Method in class com.opengamma.strata.product.SecurityTrade
- metaBean() - Method in class com.opengamma.strata.product.SimpleLegalEntity
- metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
- metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
- metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
- metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
- metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
- metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
- metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
- metaBean() - Method in class com.opengamma.strata.product.swap.Swap
- metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
- metaBean() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
- metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
- metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
- metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
- metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
- metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- metaBean() - Method in class com.opengamma.strata.product.TradedPrice
- metaBean() - Method in class com.opengamma.strata.product.TradeInfo
- metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
- metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
- metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
- metadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
The meta-property for the
metadataproperty. - metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the
metadataproperty. - metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
Sets the curve metadata.
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the curve metadata.
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the curve metadata.
- metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
Sets the surface metadata.
- metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the surface metadata.
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
- metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Returns metadata for the node from the node date.
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
- metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Creates the curve metadata.
- metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Returns metadata for the node.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Creates the curve metadata for each definition.
- metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for
FormatSettings. - metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for
ObjDoublePair. - metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for
ObjIntPair. - metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for
Pair. - metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
The meta-bean for
PerturbationMapping. - metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.StandardId.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Results.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.Quote.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.Bill.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.PositionInfo.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.StandardId.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.Results.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.Quote.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.Bill.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.PositionInfo.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
- metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for
Result. - metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for
Triple. - metaValueWithFailures(Class<R>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
The meta-bean for
ValueWithFailures. - method() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
The meta-property for the
methodproperty. - MGEX - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Minneapolis Grain Exchange.
- min() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- min() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the minimum value held in the array.
- min() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns the minimum value held in the array.
- min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- minGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
The meta-property for the
minGapInDaysproperty. - minimal() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains the minimal set of reference data.
- minKeys(Comparator<? super K>) - Method in class com.opengamma.strata.collect.MapStream
-
Finds the minimum entry in the stream by comparing the keys using the supplied comparator.
- minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the specified amount subtracted. - minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the specified amount subtracted from each value.
- minus(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with the specified amount subtracted from each value.
- minus(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with the specified amount subtracted from each value.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the specified amount subtracted. - minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the specified amount subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith the specified amount subtracted. - minus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Returns a new array containing the values from this array with the specified amount subtracted.
- minus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith the specified amount subtracted. - minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith the specified amount subtracted. - minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount subtracted.
- minus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
- minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.
- minus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
- minus(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
- minus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minValues(Comparator<? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Finds the minimum entry in the stream by comparing the values using the supplied comparator.
- MISSING_DATA - com.opengamma.strata.collect.result.FailureReason
-
The operation failed because data was missing.
- MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
- MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.
- MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
- modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the modified duration from the conventional real yield using finite difference approximation.
- modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the modified duration from the standard yield.
- modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the modified duration of the fixed coupon bond product from yield.
- modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the
modifyingValueproperty. - Money - Class in com.opengamma.strata.basics.currency
-
An amount of a currency, rounded to match the currency specifications.
- MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a strike based on moneyness, defined as
strike/forward. - MONEYNESS_TYPE - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType
-
Key used to access information about the type of moneyness.
- MoneynessStrike - Class in com.opengamma.strata.market.option
-
A strike based on moneyness.
- MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for
MoneynessStrike. - MoneynessType - Enum in com.opengamma.strata.market.model
-
The approach used for simple moneyness.
- MONTHLY - com.opengamma.strata.product.etd.EtdExpiryType
-
The ETD expires once a month on a standardized day.
- MONTHLY - com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
The reference index is the price index of a month.
- MONTHLY - Static variable in class com.opengamma.strata.product.etd.EtdVariant
-
The standard Monthly type.
- MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Monthly-IMM' date sequence.
- MONTHS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the number of months relative to a base month - 'Months'.
- MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
-
A map of currency amounts keyed by currency.
- MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
MultiCurrencyAmount. - MultiCurrencyAmountArray - Class in com.opengamma.strata.basics.currency
-
An array of multi-currency amounts.
- MultiCurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
MultiCurrencyAmountArray. - MultiCurrencyScenarioArray - Class in com.opengamma.strata.data.scenario
-
A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
- MultiCurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for
MultiCurrencyScenarioArray. - MULTIPLE - com.opengamma.strata.collect.result.FailureReason
-
There were multiple failures of different types.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the amount multiplied. - multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith all the amounts multiplied by the factor. - multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Multiplies the sensitivities in this instance by the specified factor.
- multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Multiplies the sensitivities in this builder by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- multipliedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Converts this sensitivity to a monetary value, multiplying by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
- multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
- multipliedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
- multipliedBy(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
- MULTIPLIER - com.opengamma.strata.basics.value.ValueAdjustmentType
-
Calculates the result by treating the modifying value as a multiplication factor to apply to the base value.
- MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
Mutable builder for sensitivity to a group of curves.
- MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an empty instance.
- MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivity.
- MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivities.
- mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Mutates each element in the array using an operator by mutation.
- mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds a constant value to each element in the array by mutation.
- mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds values in two arrays together, mutating the first array.
- mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies each element in the array by a value by mutation.
- mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies values in two arrays, mutating the first array.
- MX - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MX' - Mexico.
- MXMC - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.
- MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MXN' - Mexican Peso.
- MXN_TIIE - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for MXN-TIIE.
- MXN_TIIE_13W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 13 week TIIE index.
- MXN_TIIE_26W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 26 week TIIE index.
- MXN_TIIE_4W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 4 week TIIE index.
- MY - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MY' - Malaysia.
- MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MYR' - Malaysian Ringgit.
N
- name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the
nameproperty. - name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the
nameproperty. - name(ColumnName) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the column name.
- name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
Sets the name of the curve group.
- name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
-
Sets the name of the curve group.
- name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
-
Sets the name of the curve group definition.
- name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the curve name.
- name(CurveName) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the curve name.
- name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the name of the volatilities.
- name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the name of the volatilities.
- name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the name of the volatilities.
- name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the name.
- name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the name.
- name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the name of the volatilities.
- name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
Sets the name of the volatilities.
- name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
Sets the name of the volatilities.
- name(SwaptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the name.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the index name, such as 'EUR/GBP-ECB'.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the index name, such as 'GBP-LIBOR-3M'.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the index name, such as 'GBP-SONIA'.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the index name, such as 'GB-HICP'.
- name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the convention name.
- name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
- name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the convention name, such as 'GBP-Deposit-ON'.
- name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
- name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the convention name, such as 'EUR/USD', optional with defaulting getter.
- name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
- name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the index name.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the convention name.
- name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
- NAME - Static variable in class com.opengamma.strata.product.AttributeType
-
Key used to access the name.
- Named - Interface in com.opengamma.strata.collect.named
-
A named instance.
- NamedEnum - Interface in com.opengamma.strata.collect.named
-
A named enum instance.
- NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named
-
A lookup for named instances.
- NamedMarketDataId<T> - Interface in com.opengamma.strata.data
-
An identifier for a unique item of market data that can has a non-unique name.
- namedThreadFactory() - Static method in class com.opengamma.strata.collect.Guavate
-
Creates a ThreadFactoryBuilder which names new threads with the name of the calling class plus a unique integer.
- namedThreadFactory(String) - Static method in class com.opengamma.strata.collect.Guavate
-
Creates a ThreadFactoryBuilder which names new threads with the given name prefix plus a unique integer.
- NATURAL - com.opengamma.strata.calc.ReportingCurrencyType
-
The "natural" reporting currency.
- NATURAL - Static variable in class com.opengamma.strata.calc.ReportingCurrency
-
An instance requesting the "natural" currency of the target.
- NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Natural cubic spline interpolator.
- NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Natural spline interpolator.
- NATURAL_SPLINE_NONNEGATIVITY_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Natural spline interpolator with non-negativity filter.
- naturalCurrency(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Determines the natural currency of the target.
- naturalCurrency(IborCapFloorTrade, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
- naturalCurrency(CmsTrade, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
- naturalCurrency(CdsIndexTrade, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
- naturalCurrency(CdsTrade, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
- naturalCurrency(TermDepositTrade, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
- naturalCurrency(FraTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
- naturalCurrency(FxNdfTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
- naturalCurrency(FxSingleTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
- naturalCurrency(FxSwapTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
- naturalCurrency(FxSingleBarrierOptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
- naturalCurrency(FxVanillaOptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
- naturalCurrency(GenericSecurityPosition, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
- naturalCurrency(GenericSecurityTrade, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
- naturalCurrency(BulletPaymentTrade, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
- naturalCurrency(SecurityPosition, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
- naturalCurrency(SecurityTrade, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
- naturalCurrency(SwapTrade, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
- naturalCurrency(SwaptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Returns the "natural" currency for the specified target.
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
- naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
- NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
- nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
The meta-property for the
nearLegproperty. - nearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
The meta-property for the
nearLegproperty. - negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Returns a new predicate that negates the result of this predicate.
- negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Returns a new predicate that negates the result of this predicate.
- negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Returns a new predicate that negates the result of this predicate.
- negated() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Returns a copy of this payment with the value negated.
- negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the amount negated. - negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the amount negated. - negated() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a copy of this
Paymentwith the value negated. - negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith a negative amount. - negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
negativeRateMethodproperty. - negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
negativeRateMethodproperty. - negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
negativeRateMethodproperty. - negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the negative rate method, defaulted to 'AllowNegative'.
- negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the negative rate method, defaulted to 'AllowNegative'.
- negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the negative rate method, defaulted to 'AllowNegative'.
- NegativeRateMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to handle a negative interest rate.
- netAmount(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the net amount of the settlement of the bond trade.
- NewtonVectorRootFinder - Interface in com.opengamma.strata.math.rootfind
-
Performs Newton-Raphson style multi-dimensional root finding.
- NEXO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Norexeco.
- next() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Returns the next row from the CSV file.
- next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the next date in the sequence, always returning a date later than the input date.
- next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the next business day, always returning a later date.
- next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the next date in the sequence after the input date.
- NEXT_DAY - com.opengamma.strata.product.credit.type.AccrualStart
-
The accrual starts on T+1, i.e., the next day.
- nextBatch(int) - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Returns the next batch of rows from the CSV file.
- nextBatch(Predicate<CsvRow>) - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Returns the next batch of rows from the CSV file using a predicate to determine the rows.
- nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
-
Obtains an instance that finds the next leap day after the input date.
- nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the next date in the sequence, returning the input date if it is a date in the sequence.
- nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the next business day, returning the input date if it is a business day.
- nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
-
Obtains a date adjuster that finds the next leap day on or after the input date.
- nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
- nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- NL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'NL' - Netherlands.
- NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
- NLPX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
APX Power Nl.
- NO - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'NO' - Norway.
- NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'NoAdjust' convention which makes no adjustment.
- NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
- NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring no holidays and no weekends.
- NodalCurve - Interface in com.opengamma.strata.market.curve
-
A curve based on
doublenodal points. - NodalCurveDefinition - Interface in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a nodal curve.
- NodalSurface - Interface in com.opengamma.strata.market.surface
-
A surface based on
doublenodal points. - nodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
The meta-property for the
nodeIndicesproperty. - nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
nodesproperty. - nodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
nodesproperty. - nodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
nodesproperty. - nodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
nodesproperty. - nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the
nodesproperty in the builder from an array of objects. - nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the
nodesproperty in the builder from an array of objects. - nodes(FxOptionVolatilitiesNode...) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the
nodesproperty in the builder from an array of objects. - nodes(FxOptionVolatilitiesNode...) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the
nodesproperty in the builder from an array of objects. - nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the nodes in the curve.
- nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the nodes of the underlying instruments.
- nodes(List<FxOptionVolatilitiesNode>) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the nodes.
- nodes(List<FxOptionVolatilitiesNode>) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the nodes in the FX option volatilities.
- NOK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'NOK' - Norwegian Krone.
- NOK_NIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for NOK-NIBOR.
- NOK_NIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month NIBOR index.
- NOK_NIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week NIBOR index.
- NOK_NIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month NIBOR index.
- NOK_NIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month NIBOR index.
- NOK_NIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month NIBOR index.
- NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for NOK-NOWA Overnight index.
- NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The NOWA index for NOK.
- nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
nominalPaymentproperty. - nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
nominalPaymentproperty. - nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the nominal payment of the product.
- nominalPayment(CapitalIndexedBondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the nominal payment of the product.
- nominalPriceFromRealPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the nominal price of the bond from its settlement date and real price.
- none() - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that performs no rounding.
- none() - Static method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider
-
Obtains an instance that provides no market data.
- none() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
-
Returns a time-series provider that is unable to source any time-series.
- none() - Static method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
-
Returns an instance that does not perturb the input.
- none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns a builder representing no sensitivity.
- NONE - com.opengamma.strata.basics.schedule.StubConvention
-
Explicitly states that there are no stubs.
- NONE - com.opengamma.strata.calc.ReportingCurrencyType
-
No currency conversion is to be performed.
- NONE - com.opengamma.strata.product.credit.PaymentOnDefault
-
None.
- NONE - com.opengamma.strata.product.credit.ProtectionStartOfDay
-
None.
- NONE - com.opengamma.strata.product.fra.FraDiscountingMethod
-
No discounting applies.
- NONE - com.opengamma.strata.product.swap.CompoundingMethod
-
No compounding applies.
- NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
An instance that performs no adjustment.
- NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment
-
An instance that performs no adjustment.
- NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
-
No specific rule applies.
- NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment
-
An instance that performs no adjustment.
- NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'None' roll convention.
- NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment
-
An instance that makes no adjustment to the value.
- NONE - Static variable in class com.opengamma.strata.calc.ReportingCurrency
-
An instance requesting no currency conversion.
- NONE - Static variable in class com.opengamma.strata.data.ObservableSource
-
A market data source used when the application does not care about the source.
- NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows
-
A cash flows instance to be used when there is no cash flow.
- NONE - Static variable in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
An instance that has no special rate handling.
- NONE - Static variable in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
An instance that has no special rate handling.
- noneMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns whether no elements of this stream match the provided predicate.
- noneMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the
nonObservablesproperty. - noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument collection is non-null and contains no nulls.
- noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument map is non-null and contains no nulls.
- noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument array is non-null and contains no nulls.
- NOOS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.
- NORMAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.
- NormalIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor legs in normal or Bachelier model.
- NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer
-
Creates an instance.
- NormalIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor products in normal or Bachelier model.
- NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer
-
Creates an instance.
- NormalIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor trades in normal or Bachelier model.
- NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer
-
Creates an instance.
- NormalIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.
- NormalIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
NormalIborCapletFloorletExpiryStrikeVolatilities. - NormalIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for caplet/floorlet in a normal or Bachelier model.
- NormalIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer
- NormalIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in the normal or Bachelier model.
- NormalIborFutureOptionExpirySimpleMoneynessVolatilities - Class in com.opengamma.strata.pricer.index
-
Data provider of volatility for Ibor future options in the normal or Bachelier model.
- NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.index
-
The bean-builder for
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. - NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.index
-
The meta-bean for
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. - NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
-
Pricer of options on Ibor future with a normal model on the underlying future price.
- NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Creates an instance.
- NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
-
Pricer implementation for Ibor future option.
- NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Creates an instance.
- NormalIborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index
-
Volatility for Ibor future options in the normal or Bachelier model.
- normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Normalizes the point sensitivities by sorting and merging, mutating the internal list.
- normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Normalizes the point sensitivities by sorting and merging.
- normalize() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- normalize() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- normalize(double) - Method in enum com.opengamma.strata.product.common.BuySell
-
Normalizes the specified notional amount using this buy/sell rule.
- normalize(double) - Method in enum com.opengamma.strata.product.common.PayReceive
-
Normalizes the specified notional amount using this pay/receive rule.
- normalize(CurrencyAmount) - Method in enum com.opengamma.strata.product.common.BuySell
-
Normalizes the specified amount using this buy/sell rule.
- normalize(CurrencyAmount) - Method in enum com.opengamma.strata.product.common.PayReceive
-
Normalizes the specified amount using this pay/receive rule.
- normalized() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Normalizes the adjustment.
- normalized() - Method in class com.opengamma.strata.basics.date.Tenor
-
Normalizes the months and years of this tenor.
- normalized() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the normalized form of the floating rate name.
- normalized() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Normalizes the months and years of this tenor.
- normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Normalizes the point sensitivities by sorting and merging.
- NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.
- NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Creates an instance.
- NormalSwaptionExpirySimpleMoneynessVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in the normal or Bachelier model based on a surface.
- NormalSwaptionExpirySimpleMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
NormalSwaptionExpirySimpleMoneynessVolatilities. - NormalSwaptionExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in the normal or Bachelier model based on a surface.
- NormalSwaptionExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
NormalSwaptionExpiryStrikeVolatilities. - NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in the normal or Bachelier model based on a surface.
- NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
NormalSwaptionExpiryTenorVolatilities. - NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in a normal model on the swap rate.
- NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Creates an instance.
- NormalSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption trade in the normal model on the swap rate.
- NormalSwaptionTradePricer(NormalSwaptionCashParYieldProductPricer, NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Creates an instance.
- NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in the normal or Bachelier model.
- normalVolatilityByExpirySimpleMoneyness(SurfaceName, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
- normalVolatilityByExpirySimpleMoneyness(String, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
- normalVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Normal expiry-strike volatility.
- normalVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Normal expiry-strike volatility.
- normalVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Normal expiry-tenor volatility.
- normalVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing Normal expiry-tenor volatility.
- not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate
-
Returns a predicate that negates the original.
- NOT_APPLICABLE - com.opengamma.strata.collect.result.FailureReason
-
The operation requested was not applicable.
- NOT_NEGATIVE - com.opengamma.strata.product.swap.NegativeRateMethod
-
The "Zero Rate Method", that prevents the rate from going below zero.
- notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and not blank.
- notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument array is non-null and not empty.
- notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument array is non-null and not empty.
- notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument array is non-null and not empty.
- notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument collection is non-null and not empty.
- notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument iterable is non-null and not empty.
- notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and not empty.
- notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument map is non-null and not empty.
- notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument array is non-null and not empty.
- notional() - Method in class com.opengamma.strata.product.bond.Bill.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
-
The meta-property for the
notionalproperty. - notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the
notionalproperty. - notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the notional amount, must be positive.
- notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the notional amount, must be non-zero.
- notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the notional amount, must be positive.
- notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the notional amount, must be positive.
- notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the notional amount, must be positive.
- notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the notional amount, must be positive.
- notional(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the notional amount, positive if receiving, negative if paying.
- notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the notional amount, positive if receiving, negative if paying.
- notional(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the notional amount, must be non-negative.
- notional(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the notional amount, must be non-negative.
- notional(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the notional amount, must be positive.
- notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
Sets the notional of the futures.
- notional(double) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
Sets the notional.
- notional(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
Sets the notional of the futures.
- notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the notional amount.
- notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the notional amount, positive if receiving, negative if paying.
- notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.Bill.Builder
-
Sets the adjustable notional payment of the bill notional, the amount must be positive.
- notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
-
Sets the adjustable notional payment of the bill notional, the amount must be positive.
- notional(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
-
Sets the notional payment of the bill notional, the amount must be positive.
- notional(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the notional amount, must be non-negative.
- notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the notional amount, must be non-negative.
- NOTIONAL - com.opengamma.strata.product.etd.EtdSettlementType
-
Notional Settlement.
- NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The effective notional, which may be converted from the contract notional in the case of FX reset.
- notionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the
notionalAmountproperty. - notionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
notionalAmountproperty. - notionalAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the notional amount, positive if receiving, negative if paying.
- notionalEquivalent(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator
-
Calculates the notional equivalent from the present value market quote sensitivities.
- NotionalEquivalentCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Calculator to obtain the notional equivalent.
- NotionalEquivalentCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator
- notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
notionalExchangeproperty. - notionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the
notionalExchangeproperty. - notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the flag indicating whether to exchange the notional.
- notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the flag indicating whether to exchange the notional.
- NotionalExchange - Class in com.opengamma.strata.product.swap
-
An exchange of notionals between two counterparties.
- NotionalExchange.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
NotionalExchange. - NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap
-
A period over which interest is accrued with a single payment calculated using a notional.
- notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
notionalScheduleproperty. - notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the notional schedule.
- NotionalSchedule - Class in com.opengamma.strata.product.swap
-
Defines the schedule of notional amounts.
- NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
NotionalSchedule. - NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
NotionalSchedule. - notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not negative.
- notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not negative.
- notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not negative.
- notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is greater than zero to within a given accuracy.
- notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not negative or zero.
- notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not negative or zero.
- notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not negative or zero.
- notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null.
- notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified item is non-null.
- notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not equal to zero to within a given accuracy.
- notZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is not equal to zero.
- NPGA - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Gaspoint Nordic.
- nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the nth date in the sequence after the input date, always returning a date later than the input date.
- nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.
- nu(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the nu parameter for a pair of time to expiry.
- nu(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- nu(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the nu parameter for time to expiry.
- nu(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the nu parameter for a pair of time to expiry and instrument tenor.
- nu(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- nu(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the nu parameter for a pair of time to expiry and instrument tenor.
- NU - com.opengamma.strata.market.model.SabrParameterType
-
SABR nu.
- NumberFormatter - Class in com.opengamma.strata.collect
-
Provides the ability to parse and format numbers.
- NUMERIC - com.opengamma.strata.report.framework.format.FormatCategory
-
Numeric types.
- NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.
- NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.
- NZ - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'NZ' - New Zealand.
- NZAU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.
- NZD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'NZD' - New Zealand Dollar.
- NZD_BKBM - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for NZD-BKBM.
- NZD_BKBM_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month BKBM index.
- NZD_BKBM_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month BKBM index.
- NZD_BKBM_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month BKBM index.
- NZD_BKBM_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 4 month BKBM index.
- NZD_BKBM_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 5 month BKBM index.
- NZD_BKBM_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month BKBM index.
- NZD_NZIONA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The NZIONA index for NZD.
- NZFX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
New Zealand Futures & Options.
- NZWE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.
O
- ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one
double. - ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an
Objectand adouble. - ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
ObjDoublePair. - ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one
double. - ObjDoubleToDoubleFunction<T> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one
double- that returns adouble. - ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one
int. - ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an
Objectand anint. - ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
ObjIntPair. - ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one
int. - ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one
long. - ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one
long. - ObservableDataProvider - Interface in com.opengamma.strata.calc.marketdata
-
A provider of observable market data.
- observableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the
observableIdproperty. - observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
observableIdproperty. - observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the
observableIdproperty. - observableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
observableIdproperty. - observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the quoted value.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the quoted value.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- ObservableId - Interface in com.opengamma.strata.data
-
A market data identifier that identifies observable data.
- observableRates() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
-
The meta-property for the
observableRatesproperty. - observableRates(Map<CurrencyPair, QuoteId>) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
-
Sets the keys identifying FX rates which are observable in the market.
- observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the
observablesproperty. - observableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the
observableSourceproperty. - observableSource(ObservableSource) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the source of market data for FX, quotes and other observable market data.
- ObservableSource - Class in com.opengamma.strata.data
-
Identifies the source of observable market data, for example Bloomberg or Reuters.
- observation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
The meta-property for the
observationproperty. - observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the
observationproperty. - observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the FX index observation.
- observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the Ibor index observation to use to determine a rate for the reset period.
- OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of rate observations.
- observeOn(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Creates an observation object for the specified fixing date.
- OCC - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Options Clearing Corporation.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an empty immutable array.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an empty instance.
- of() - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an empty immutable array.
- of() - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an empty immutable array.
- of(boolean, int) - Static method in class com.opengamma.strata.collect.NumberFormatter
-
Obtains a standard formatter configured by grouping and decimal places.
- of(boolean, int, int) - Static method in class com.opengamma.strata.collect.NumberFormatter
-
Obtains a standard formatter configured by grouping and decimal places.
- of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from a single value that does not change over time.
- of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with a single value.
- of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
Obtains an instance of
Deltawith the value of absolute delta. - of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of
LogMoneynesswith the value of log-moneyness. - of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of
Moneynesswith the value of moneyness. - of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
Obtains an instance of
Strikewith the value of strike. - of(double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Obtains the curve calibrator with the accuracy of the root finder specified.
- of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
-
Creates an instance.
- of(double) - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Obtains an instance from the specified amount.
- of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with two values.
- of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains an instance from two
doubleelements. - of(double, double) - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
Obtains an instance based on a lookup and market data.
- of(double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Obtains the pricer with default swap pricer.
- of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Creates node metadata using swap convention, year fraction and simple moneyness.
- of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Creates node metadata using swap convention, year fraction and strike.
- of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Creates node metadata using swap convention, year fraction and strike.
- of(double, double) - Static method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
-
Obtains an instance from the rate and accrual factor.
- of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with three values.
- of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with four values.
- of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with five values.
- of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with six values.
- of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with seven values.
- of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with eight values.
- of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with more than eight values.
- of(double, double, int) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Obtains an instance specifying tolerances to use.
- of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Obtains an instance specifying tolerances and measures to use.
- of(double, double, int, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Obtains an instance specifying tolerances and measures to use.
- of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
- of(double, double, DoubleArray, DoubleArray, DoubleArray, List<ParameterMetadata>) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
- of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Creates node using swap convention, year fraction, simple moneyness and label.
- of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Creates node using swap convention, year fraction, strike and label.
- of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Creates node using swap convention, year fraction, strike and label.
- of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the tick size and tick value.
- of(double, CurrencyAmount, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the tick size, tick value and contract size.
- of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Obtains a rate calculation for the specified day count and rate.
- of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(double, ValueStepSequence) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a sequence of steps.
- of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Obtains an instance from a value and array of derivatives.
- of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Obtains an instance from volatility.
- of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Obtains an instance from the model parameters.
- of(double, DoubleArray, DoubleArray, List<ParameterMetadata>) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Obtains an instance from volatility.
- of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
Obtains an instance.
- of(double, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Creates node metadata using year fraction and strike.
- of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Creates node metadata using year fraction, strike and currency pair.
- of(double, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Creates node using year fraction, strike and label.
- of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Creates node using year fraction, strike, label and currency pair.
- of(double, LocalDate, int) - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Obtains an instance from the specified amount, date and number of days.
- of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with a single value.
- of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an instance from an
intand adouble. - of(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with two values.
- of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an immutable array with the specified size and values.
- of(int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with three values.
- of(int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with four values.
- of(int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with five values.
- of(int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with six values.
- of(int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with seven values.
- of(int, int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with eight values.
- of(int, int, int, int, int, int, int, int, int...) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with more than eight values.
- of(int, int, Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Obtains an instance, specifying the cell indices, measure and reporting currency.
- of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- of(int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
Obtains an instance for the specified row and column index in the output grid.
- of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified schedule period index.
- of(int, MarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains an instance by wrapping a single set of market data.
- of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, CurveNodeClashAction) - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
Obtains an instance from the minimum gap, allowing reordering flag and clash action.
- of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance using a function to create the entries.
- of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance using a function to create the entries.
- of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance using a function to create the entries.
- of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Obtains an instance using a function to create the entries.
- of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance using a function to create the entries.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with entries filled using a function.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Obtains an instance using a function to create the entries.
- of(int, IntToLongFunction) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance with entries filled using a function.
- of(int, IntUnaryOperator) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with entries filled using a function.
- of(long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with a single value.
- of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains an instance from a
longand adouble. - of(long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with two values.
- of(long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with three values.
- of(long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with four values.
- of(long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with five values.
- of(long, long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with six values.
- of(long, long, long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with seven values.
- of(long, long, long, long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with eight values.
- of(long, long, long, long, long, long, long, long, long...) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an immutable array with more than eight values.
- of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an instance from an
Objectand adouble. - of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an instance from an
Objectand anint. - of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
Obtains a pair inferring the types.
- of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
Obtains a triple inferring the types.
- of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map allowing for multiple values for each key.
- of(Multimap<K, V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream over all the entries in the multimap.
- of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Parses the specified source as an INI file.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
-
Parses the specified source as a properties file.
- of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file, using a comma as the separator.
- of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified source as a CSV file, using a comma as the separator.
- of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
- of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
- of(CalculationTarget...) - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
Obtains an instance from a list of targets.
- of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationParameters, List<CalculationTaskCell>) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
Obtains an instance that will calculate the specified cells.
- of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationTaskCell...) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
Obtains an instance that will calculate the specified cells.
- of(CalculationTarget, List<CalculationResult>) - Static method in class com.opengamma.strata.calc.runner.CalculationResults
-
Obtains a calculation result from individual calculations.
- of(Currency) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that rounds to the number of minor units in the currency.
- of(Currency) - Static method in class com.opengamma.strata.calc.ReportingCurrency
-
Obtains an instance requesting the specified currency.
- of(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of
Moneyfor the specifiedCurrencyAmount. - of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a single amount that does not change over time.
- of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from an array of
CurrencyAmountobjects. - of(CurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance from the specified currency and array of values.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an
FxSinglefrom two amounts and the value date. - of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an
ResolvedFxSinglefrom two amounts and the value date. - of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an
FxSinglefrom two amounts and the value date, specifying a date adjustment. - of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an
FxSingleusing a rate. - of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an
ResolvedFxSingleusing a rate. - of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an
FxSwapusing two FX rates, near and far, specifying a date adjustment. - of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an
FxSwapusing two FX rates, near and far, specifying a date adjustment. - of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an
FxSingleusing a rate, specifying a date adjustment. - of(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is adjustable.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is fixed.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
Obtains an instance from the amount and date.
- of(CurrencyAmount, LocalDate, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Obtains an instance from the amount, date and FX index observation.
- of(CurrencyPair) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from a currency pair.
- of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
- of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.
- of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Obtains an instance based on two discount factors, one for each currency.
- of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair and spot date offset.
- of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
- of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment, ValueType, QuoteId, Tenor, Strike) - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Creates an instance.
- of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns an array of FX rates for a currency pair.
- of(CurrencyPair, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair, specifying the source.
- of(CurrencyPair, FxOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains an instance based on a single mapping from currency pair to volatility identifier.
- of(CurrencyPair, ZonedDateTime, Curve) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.
- of(CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of
CurrencyAmountfor the specified currency and amount. - of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of
Moneyfor the specified currency and amount. - of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a currency and amount.
- of(Currency, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the currency and the value of a single tradeable unit.
- of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a single amount that does not change over time.
- of(Currency, double, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Obtains an instance from the curve currency, date and value.
- of(Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency and value.
- of(Currency, double, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.
- of(Currency, double, Currency, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency, group and value.
- of(Currency, double, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is adjustable.
- of(Currency, double, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, legal entity group and value.
- of(Currency, double, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, group and value.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is fixed.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains an instance from two currencies.
- of(Currency, Currency) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from two currencies.
- of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns an array of FX rates for a currency pair.
- of(Currency, Currency, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair, specifying the source.
- of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Obtains a convention based on the specified parameters.
- of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a notional amount that can change over time.
- of(Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance from the specified currency and array of values.
- of(Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance from the specified currency and array of values.
- of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of
Moneyfor the specified currency and amount. - of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Obtains an instance from a curve.
- of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.DiscountFactors
-
Obtains an instance from a curve.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Obtains an instance based on a discount factor curve.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Obtains an instance based on a zero-rates curve.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Obtains an instance based on a zero-rates curve.
- of(Currency, LocalDate, CurveName, DoubleArray, DoubleArray, DayCount) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Creates an instance from year fraction and zero rate values.
- of(Currency, LocalDate, NodalCurve) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Creates an instance from the underlying curve.
- of(Currency, Map<StandardId, Double>) - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
Obtains an instance from currency and map.
- of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from the specified multi-currency amounts.
- of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns an instance containing the values from the amounts.
- of(MultiCurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Obtains an instance from the specified currency and array of values.
- of(Payment) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance based on a
Payment. - of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Obtains an instance of a resolved bullet payment.
- of(Payment) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
Obtains an instance from the payment.
- of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an
FxSinglefrom two payments. - of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an
ResolvedFxSinglefrom two equivalent payments in different currencies. - of(Payment, Payment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an
FxSinglefrom two payments, specifying a date adjustment. - of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Obtains an instance based on a payment and schedule period.
- of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Obtains an instance based on a payment and schedule period.
- of(Payment, SchedulePeriod, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Obtains an instance based on a payment, schedule period and notional.
- of(Payment, SchedulePeriod, CurrencyAmount, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Obtains an instance based on a payment, schedule period, notional and FX reset.
- of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Obtains an instance using the specified convention and calendar.
- of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>, Iterable<LocalDate>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(Tenor) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Obtains an instance using the tenor.
- of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor.
- of(Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, FixedInflationSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Creates a template based on the specified tenor and convention.
- of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Obtains an instance using the tenor, specifying the label.
- of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset
-
Obtains an instance from the observation and reference currency.
- of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Obtains an instance from the observation, reference currency and sensitivity value.
- of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.
- of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Creates an instance from an index and fixing date.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraConventions
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Obtains a rate calculation for the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a
IborAveragedFixingfrom the fixing date with a weight of 1. - of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
-
Creates an instance from the underlying index observation.
- of(IborIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
- of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Creates an instance from the two underlying index observations.
- of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a
IborAveragedFixingfrom the fixing date with a weight of 1. - of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Creates a convention based on the specified index and the sequence of dates.
- of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Creates an instance from two indices and fixing date.
- of(IborIndex, IborCapletFloorletVolatilitiesId) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains an instance based on a single mapping from index to volatility identifier.
- of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(IborIndex, IborFutureOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains an instance based on a single mapping from index to volatility identifier.
- of(IborIndex, SwaptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains an instance based on a single mapping from index to volatility identifier.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Creates an instance from an index and fixing date.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
-
Creates an instance from an index and fixing date.
- of(IborIndex, LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
-
Obtains an instance from a time-series of fixings.
- of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Obtains an instance from a forward curve, with an empty time-series of fixings.
- of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Obtains an instance from a curve, with an empty time-series of fixings.
- of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Obtains an instance from a curve and time-series of fixings.
- of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Obtains an instance from a curve and time-series of fixing.
- of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Obtains an instance from the volatility surface and the date-time for which it is valid.
- of(IborIndex, ZonedDateTime, Surface, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(Index) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Obtains an instance used to obtain an observable value of the index.
- of(Index, FieldName) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Obtains an instance used to obtain an observable value of the index.
- of(Index, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Obtains an instance used to obtain an observable value of the index, specifying the source of observable market data.
- of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Obtains a rate calculation for the specified index with accrual by compounding.
- of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
- of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
- of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a convention based on the specified index, specifying the accrual method.
- of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Creates an
IborRateObservationfrom an index and fixing date. - of(OvernightIndex, LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
-
Obtains an instance from a time-series of fixings.
- of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Obtains an instance from a forward curve, with an empty time-series of fixings.
- of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Obtains an instance from a curve and time-series of fixings.
- of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Creates an instance from an index, accrual period dates and rate cut-off.
- of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Creates an instance from an index, period dates and rate cut-off.
- of(OvernightIndex, LocalDate, LocalDate, int, OvernightAccrualMethod, ReferenceData) - Static method in interface com.opengamma.strata.product.rate.OvernightRateComputation
-
Obtains an instance.
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Creates an instance from an index and accrual period dates
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Creates an instance from an index and accrual period dates
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Obtains an instance from an index and period dates.
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Creates an instance from an index and period dates
- of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
- of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Creates an instance from an index, start index value and reference end month.
- of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Creates an instance from an index, start index value and reference end month.
- of(PriceIndex, int, PriceIndexCalculationMethod) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index.
- of(PriceIndex, int, PriceIndexCalculationMethod, double) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index with known start index value.
- of(PriceIndex, LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
-
Obtains an instance from a time-series of fixings.
- of(PriceIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Obtains an instance from a curve and time-series of fixings.
- of(PriceIndex, LocalDate, NodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Obtains an instance based on a curve with no seasonality adjustment.
- of(PriceIndex, Period, PriceIndexCalculationMethod, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Creates an instance from an index and fixing date.
- of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Creates an instance from an index, reference start month and reference end month.
- of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Creates an instance from an index, reference start month and reference end month.
- of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance from a single reference data entry.
- of(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
Obtains an identifier used to find legal entity information.
- of(StandardId) - Static method in class com.opengamma.strata.market.observable.QuoteId
-
Obtains an instance used to obtain an observable value.
- of(StandardId) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Creates an instance from a standard two-part identifier.
- of(StandardId) - Static method in class com.opengamma.strata.product.LegalEntityId
-
Creates an instance from a standard two-part identifier.
- of(StandardId) - Static method in class com.opengamma.strata.product.PositionInfo
-
Obtains an instance with the specified position identifier.
- of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId
-
Creates an instance from a standard two-part identifier.
- of(StandardId, Currency, double, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains an instance.
- of(StandardId, Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains an instance with sensitivity currency specified.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteId
-
Obtains an instance used to obtain an observable value.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
Returns a key identifying the market data with the specified ID and field name.
- of(StandardId, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.QuoteId
-
Obtains an instance used to obtain an observable value, specifying the source of observable market data.
- of(StandardId, CreditDiscountFactors) - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Creates an instance.
- of(StandardId, ZeroRateSensitivity) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains an instance from
ZeroRateSensitivityandStandardId. - of(StandardId, PortfolioItemType, ProductType, Set<Currency>, String) - Static method in class com.opengamma.strata.product.PortfolioItemSummary
-
Obtains an instance.
- of(StandardId, LocalDate, double) - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Obtains an instance.
- of(StandardId, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Obtains an instance from a curve.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of targets, columns and rules.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance from a set of targets, columns and rules.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of targets, columns and rules, resolving the targets.
- of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements
-
Obtains an instance from the columns.
- of(ColumnName, Measure) - Static method in class com.opengamma.strata.calc.ColumnHeader
-
Obtains an instance from the name and measure.
- of(ColumnName, Measure, Currency) - Static method in class com.opengamma.strata.calc.ColumnHeader
-
Obtains an instance from the name, measure and currency.
- of(MarketDataFilter<? extends T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns a mapping containing a single perturbation.
- of(ObservableDataProvider, TimeSeriesProvider, MarketDataFunction<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Obtains an instance of the factory based on providers of market data and time-series.
- of(ObservableDataProvider, TimeSeriesProvider, List<MarketDataFunction<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Obtains an instance of the factory based on providers of market data and time-series.
- of(Measure) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure.
- of(Measure) - Static method in class com.opengamma.strata.calc.ColumnName
-
Obtains an instance from the specified measure.
- of(Measure, Currency) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency.
- of(Measure, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.
- of(Measure, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining additional parameters.
- of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the column name.
- of(Measure, String, Currency) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency.
- of(Measure, String, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.
- of(Measure, String, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the column name and parameters.
- of(CalculationFunction<?>...) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an instance from the specified functions.
- of(CalculationFunctions, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions, reporting currency and additional parameters.
- of(CalculationFunctions, ReportingCurrency, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions, reporting currency and additional parameters.
- of(CalculationFunctions, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions to use and some additional parameters.
- of(CalculationFunctions, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions to use and some additional parameters.
- of(CalculationParameter...) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Obtains an instance from the specified parameters.
- of(DoubleArray) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Obtains an instance from the specified array of values.
- of(DoubleArray) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
Obtains an instance wrapping a set of quotes.
- of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.
- of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
- of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
- of(DoubleArray, DoubleArray, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values and volatilities.
- of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
- of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
- of(DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
Obtains an instance of the seasonality.
- of(DoubleMatrix, List<DoubleMatrix>, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Creates an instance.
- of(PropertySet) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
-
Obtains an instance from a key-value property set.
- of(FailureItem) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure for a single failure item.
- of(FailureItem...) - Static method in class com.opengamma.strata.collect.result.FailureItems
-
Creates an instance from the list of failures.
- of(FailureItem, FailureItem...) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure for multiple failure items.
- of(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure from a reason and exception.
- of(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure from a reason, message and exception.
- of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure from a reason and message.
- of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem
-
Obtains a failure from a reason and message.
- of(FailureReason, Throwable) - Static method in class com.opengamma.strata.collect.result.FailureItem
-
Obtains a failure from a reason and exception.
- of(FailureReason, Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem
-
Obtains a failure from a reason, throwable and message.
- of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of evaluating a token against an object.
- of(MarketData) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Obtains an instance which takes FX rates from the market data.
- of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance containing a single market data ID.
- of(MarketDataName<?>, int) - Static method in class com.opengamma.strata.market.param.ParameterSize
-
Obtains an instance, specifying the name and parameter count.
- of(MarketDataName<?>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, currency and sensitivity.
- of(MarketDataName<?>, Currency, Map<? extends ParameterMetadata, Double>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, currency and a map of metadata to sensitivity.
- of(MarketDataName<?>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Obtains an instance from the market data name and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, metadata, currency and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Obtains an instance from the market data name, metadata, currency and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Obtains an instance from the market data name, metadata and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Obtains an instance from the market data name, metadata, sensitivity and parameter split.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Obtains an instance from the market data names, metadatas, currency and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, List<Pair<MarketDataName<?>, List<? extends ParameterMetadata>>>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Obtains an instance from the market data names, metadatas, currency and sensitivity.
- of(MarketData, ObservableSource) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.
- of(MarketData, ObservableSource, Currency) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.
- of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount) - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Returns a curve node for a term deposit.
- of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount, Frequency) - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Returns a curve node for a standard fixed-Ibor swap.
- of(ObservableSource) - Static method in class com.opengamma.strata.data.FxMatrixId
-
Obtains an instance representing an FX matrix, specifying the source.
- of(ScenarioMarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Returns a scenario FX rate provider which takes its data from the provided market data.
- of(ScenarioMarketData, ObservableSource) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Returns a scenario FX rate provider which takes its data from the provided market data.
- of(PositionCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Obtains an instance that uses the specified resolver for additional information.
- of(SensitivityCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Obtains an instance that uses the specified resolver for additional information.
- of(SensitivityCsvInfoSupplier) - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvWriter
-
Obtains an instance that uses the specified supplier for additional information.
- of(TradeCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Obtains an instance that uses the specified resolver for additional information.
- of(TradeCsvInfoSupplier) - Static method in class com.opengamma.strata.loader.csv.TradeCsvWriter
-
Obtains an instance that uses the specified supplier for additional information.
- of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and trade info plugin.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector, trade info plugin and reference data.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and plugins.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and plugins.
- of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains an instance from a single cash flow.
- of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
-
Obtains an instance used to obtain a curve group by name.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
-
Obtains an instance used to obtain a curve group by name.
- of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
-
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
- of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
-
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
- of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.curve.CurveId
-
Obtains an instance used to obtain a curve by name.
- of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveId
-
Obtains an instance used to obtain a curve by name, specifying the source of observable market data.
- of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
-
Obtains an instance from the curve group name, curve name and source of observable market data.
- of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId
-
Obtains an instance from the curve group, curve name and source of observable market data.
- of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId
-
Obtains an instance from the curve group name, curve name and source of observable market data.
- of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a curve group definition with the specified name and containing the specified entries.
- of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>, Map<CurveName, SeasonalityDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a curve group definition with the specified name and containing the specified entries and seasonality.
- of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Returns a curve group containing the specified curves.
- of(CurveGroupName, Map<Currency, CurveName>, Map<? extends Index, CurveName>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a group of discount and forward curves.
- of(CurveGroupName, Map<Pair<RepoGroup, Currency>, Curve>, Map<Pair<LegalEntityGroup, Currency>, Curve>) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a curve group containing the specified curves.
- of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
Creates a constant curve with a specific value.
- of(CurveMetadata, double, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant nodal curve with metadata.
- of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Creates an interpolated curve with metadata.
- of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Creates an interpolated curve with metadata.
- of(CurveMetadata, DoubleArray, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, DoubleArray>) - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Obtains an instance.
- of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
Creates a constant curve with a specific value.
- of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Obtains an instance, specifying the name and parameter count.
- of(CurveName, Currency, LocalDate, DayCount, List<? extends IsdaCreditCurveNode>, boolean, boolean) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Obtains an instance.
- of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Creates a curve as the sum of a fixed curve and a spread curve.
- of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.CombinedCurve
-
Creates a curve as the sum of a base curve and a spread curve.
- of(Curve, Curve, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CombinedCurve
-
Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.
- of(Curve, Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters
-
Obtains an instance with shift from nodal curves and volatility function provider.
- of(Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters
-
Obtains an instance without shift from nodal curves and volatility function provider.
- of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
- of(CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Obtains an instance from the specified interpolators and extrapolators.
- of(CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Obtains an instance from the specified interpolators and extrapolators.
- of(CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Obtains an instance from the specified interpolators, using flat extrapolation.
- of(LegalEntityCurveGroup, Map<LegalEntityId, RepoGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a curve group and group map.
- of(LegalEntityCurveGroup, Map<LegalEntityId, RepoGroup>, Map<LegalEntityId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a curve group and group maps.
- of(LegalEntityCurveGroup, Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<LegalEntityId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a curve group and group maps.
- of(NodalCurve, DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Obtains an instance of the curve.
- of(NodalCurve, LocalDate, YearMonth, double, SeasonalityDefinition) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.
- of(RatesCurveGroup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a curve group.
- of(RatesCurveGroupDefinition) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a curve group definition.
- of(RatesCurveGroupDefinition, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a curve group definition.
- of(QuoteId) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
Returns a key identifying the same market data as the quote key.
- of(QuoteId, double) - Static method in class com.opengamma.strata.market.observable.Quote
-
Obtains an instance from the quote identifier and value.
- of(CrossGammaParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(CrossGammaParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(CurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(ParameterizedData...) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Obtains an instance that can combine the specified underlying instances.
- of(UnitParameterSensitivity) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(PointSensitivity...) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns a builder with the specified sensitivities.
- of(ShiftType, DoubleArray) - Static method in class com.opengamma.strata.market.GenericDoubleShifts
-
Creates an instance with zero spread.
- of(ShiftType, DoubleArray, double) - Static method in class com.opengamma.strata.market.GenericDoubleShifts
-
Creates an instance with spread.
- of(ShiftType, DoubleArray, CurrencyPair) - Static method in class com.opengamma.strata.market.FxRateShifts
-
Creates an instance.
- of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
Creates a constant surface with a specific value.
- of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Creates an interpolated surface with metadata.
- of(SurfaceMetadata, Surface, Function<DoublesPair, ValueDerivatives>) - Static method in class com.opengamma.strata.market.surface.DeformedSurface
-
Obtains an instance.
- of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
Creates a constant surface with a specific value.
- of(Surface, Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Obtains an instance with shift from nodal surfaces and volatility function provider.
- of(Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Obtains an instance without shift from nodal surfaces and volatility function provider.
- of(ValueType, double) - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
Obtains an instance specifying information about the x-value.
- of(ValueType, double, ValueType, double) - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Obtains an instance specifying information about the x-value.
- of(NewtonVectorRootFinder, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
Obtains an instance specifying the measures to use.
- of(CmsSabrExtrapolationParams) - Static method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Obtains an instance specifying the SABR extrapolation parameters.
- of(FxOptionVolatilitiesSpecification) - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
-
Obtains an instance.
- of(BondFutureVolatilitiesName) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
Obtains an identifier used to find bond future volatilities.
- of(BondFutureVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Obtains an instance based on the security ID.
- of(IborCapletFloorletVolatilitiesName) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
- of(IborCapletFloorletVolatilitiesName, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Obtains an instance.
- of(IborCapletFloorletVolatilitiesName, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Obtains an instance from the specified elements.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Obtains an instance with zero shift.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Obtains an instance with shift curve.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with time interpolator and strike interpolator.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with time interpolator, strike interpolator and shift curve.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with gird surface interpolator.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with gird surface interpolator and shift curve.
- of(IborCapletFloorletVolatilitiesName, IborIndex, ZonedDateTime, SabrParameters) - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
- of(VolatilityIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
-
Obtains an instance.
- of(VolatilityIborCapFloorLegPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
-
Creates an instance.
- of(VolatilityIborCapFloorLegPricer, SabrIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
-
Creates an instance.
- of(VolatilityIborCapFloorLegPricer, SabrIborCapletFloorletPeriodPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
-
Creates an instance.
- of(RatesCurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
-
Obtains an instance, specifying market quotes measures to use and calibrator.
- of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Obtains an instance based on discount factors and legal entity group.
- of(DiscountFactors, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Obtains an instance based on discount factors and group.
- of(FxOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Obtains an identifier used to find FX option volatilities.
- of(FxOptionVolatilitiesName, CurrencyPair, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Obtains an instance, specifying sensitivity currency.
- of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, SmileDeltaTermStructure) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Obtains an instance based on a smile.
- of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
Obtains an instance.
- of(IborFutureOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
Obtains an identifier used to find Ibor future option volatilities.
- of(IborFutureOptionVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Obtains an instance.
- of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
- of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
- of(SabrVolatilityFormula, DiscountingSwapProductPricer) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Obtains an instance from a SABR volatility function provider and a swap pricer.
- of(SabrVolatilityFormula, DiscountingSwapProductPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Obtains an instance from a SABR volatility function provider and a swap pricer.
- of(ImmutableRatesProvider, RatesCurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator
-
Obtains a generator from an existing provider and definition.
- of(DiscountingSwapProductPricer, double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Obtains the pricer.
- of(SwaptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
Obtains an identifier used to find swaption volatilities.
- of(SwaptionVolatilitiesName, double, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Obtains an instance from the specified elements.
- of(SwaptionVolatilitiesName, double, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Obtains an instance from the specified elements.
- of(SwaptionVolatilitiesName, FixedIborSwapConvention, DayCount, SurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Obtains an instance from the name, convention, day count and tenors.
- of(SwaptionVolatilitiesName, FixedIborSwapConvention, ZonedDateTime, SabrInterestRateParameters) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
- of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains an instance from zero rate sensitivity and legal entity group.
- of(ZeroRateSensitivity, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains an instance from zero rate sensitivity and group.
- of(AttributeType<T>, T) - Static method in interface com.opengamma.strata.product.Attributes
-
Obtains an empty instance.
- of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Obtains an instance from a cap/floor leg with no pay leg.
- of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Obtains an instance from a cap/floor leg and a pay leg.
- of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Obtains an instance from a cap/floor leg with no pay leg.
- of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Obtains an instance from a cap/floor leg and a pay leg.
- of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
-
Obtains an instance from a CMS leg with no pay leg.
- of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
-
Obtains an instance from a CMS leg and a pay leg.
- of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
Obtains an instance from a CMS leg with no pay leg.
- of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
Obtains an instance from a CMS leg and a pay leg.
- of(BuySell, StandardId, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.Cds
-
Creates an instance of a standardized CDS.
- of(BuySell, StandardId, List<StandardId>, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.CdsIndex
-
Creates an instance of a standardized CDS index.
- of(ExchangeId, EtdContractGroupCode) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Creates an instance from the exchange identifier and group code.
- of(CdsIndexTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
Creates an instance.
- of(CdsTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
Creates an instance.
- of(AccrualStart, Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Obtains a template based on the specified tenor and convention.
- of(CdsQuoteConvention, double) - Static method in class com.opengamma.strata.product.credit.CdsQuote
-
Creates an instance.
- of(IborFixingDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template and rate key.
- of(IborFixingDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
- of(IborFixingDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
- of(TermDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template and rate key.
- of(TermDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
- of(TermDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
- of(EtdContractSpec, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Obtains an instance from a contract specification, expiry year-month and variant.
- of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
- of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.
- of(FraTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template and rate key.
- of(FraTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
- of(FraTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
- of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an
FxSwapfrom two transactions. - of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Creates a
ResolvedFxSwapfrom two legs. - of(FxSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys.
- of(FxSwapTemplate, ObservableId, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys and label.
- of(FxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Obtains FX single barrier option without rebate.
- of(FxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Obtains FX single barrier option with rebate.
- of(ResolvedFxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Obtains FX single barrier option without rebate.
- of(ResolvedFxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Obtains FX single barrier option with rebate.
- of(IborFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template and rate key.
- of(IborFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
- of(IborFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
- of(LegalEntityId, String, Country) - Static method in class com.opengamma.strata.product.SimpleLegalEntity
-
Obtains an instance.
- of(BarrierType, KnockType, double) - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Obtains the continuous barrier with constant barrier level.
- of(PortfolioItemInfo, CurveSensitivitiesType, CurrencyParameterSensitivities) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Obtains an instance from a single set of sensitivities.
- of(PortfolioItemInfo, Map<CurveSensitivitiesType, CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Obtains an instance from a map of sensitivities.
- of(ResolvedTrade, String) - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Obtains an instance specifying the trade and label.
- of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo
-
Obtains an instance from the identifier, tick size and tick value.
- of(SecurityId, BondFutureVolatilitiesId) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains an instance based on a single mapping from security ID to volatility identifier.
- of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo
-
Obtains an instance from the identifier and pricing info.
- of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity
-
Obtains an instance from security information, tick size and tick value.
- of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Creates a swap from one or more swap legs.
- of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Obtains an instance from a swap leg and amount.
- of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.
- of(FixedIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.
- of(FixedIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
- of(FixedInflationSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a curve node for a Fixed-Inflation swap using the specified instrument template and rate key.
- of(FixedInflationSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key and spread.
- of(FixedInflationSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key, spread and label.
- of(FixedOvernightSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.
- of(FixedOvernightSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.
- of(FixedOvernightSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.
- of(IborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.
- of(IborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
- of(IborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
- of(OvernightIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template and rate.
- of(OvernightIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key and spread.
- of(OvernightIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
- of(ThreeLegBasisSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template and rate.
- of(ThreeLegBasisSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
- of(ThreeLegBasisSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
- of(XCcyIborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.
- of(XCcyIborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
- of(XCcyIborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
- of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Obtains an instance of an Ibor Fixing Deposit trade.
- of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Obtains an instance of a resolved Ibor Fixing Deposit trade.
- of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Obtains an instance of a resolved Term Deposit trade.
- of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Obtains an instance of a Term Deposit trade.
- of(TradeInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(TradeInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade
-
Obtains an instance of a FRA trade.
- of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Obtains an instance of a resolved FRA trade.
- of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
- of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Obtains an instance of a foreign exchange trade.
- of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Obtains an instance of an FX swap trade.
- of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
- of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Obtains an instance of a resolved single FX trade.
- of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Obtains an instance of a resolved FX swap trade.
- of(TradeInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Obtains an instance of a Bullet Payment trade.
- of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Obtains an instance of a resolved Bullet Payment trade.
- of(TradeInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityTrade
-
Obtains an instance from trade information, identifier, quantity and price.
- of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Obtains an instance of a resolved Swap trade.
- of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
Obtains an instance of a Swap trade.
- of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Obtains an instance of a resolved Swaption trade.
- of(TradeInfo, Swaption, AdjustablePayment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Obtains an instance of a Swaption trade with an adjustable payment.
- of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Obtains an instance of a Swaption trade with a fixed payment.
- of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Obtains settings from category and formatter.
- of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a new trade report.
- of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified reader as a CSV file, using a comma as the separator.
- of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified reader as a CSV file, using a comma as the separator.
- of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified reader as a CSV file where the separator is specified and might not be a comma.
- of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified reader as a CSV file where the separator is specified and might not be a comma.
- of(Class<R>) - Static method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
-
Obtains a combined extended enum instance.
- of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Obtains an extended enum instance.
- of(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames
-
Creates an instance deriving the formatted string from the enum constant name.
- of(Class<T>, String) - Static method in interface com.opengamma.strata.collect.named.Named
-
Obtains an instance of the specified named type by name.
- of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a list of
CurrencyAmountobjects. - of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains an instance for the specified ISO-4217 three letter currency code.
- of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
-
Obtains an instance from the set of standard holiday calendars.
- of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.Index
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
- of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.calc.ColumnName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.calc.ImmutableMeasure
-
Returns a measure with the specified name whose values will be automatically converted to the reporting currency.
- of(String) - Static method in interface com.opengamma.strata.calc.Measure
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a string locator.
- of(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.data.FieldName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.data.ObservableSource
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
-
Obtains an instance used to obtain a curve group by name.
- of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityGroup
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
-
Obtains an instance used to obtain a curve group by name.
- of(String) - Static method in class com.opengamma.strata.market.curve.RepoGroup
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
Obtains an identifier used to find legal entity information.
- of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
Obtains an instance specifying the label.
- of(String) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.ShiftType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceInfoType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.ValueType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
Obtains an identifier used to find bond future volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Obtains an identifier used to find FX option volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
Obtains an identifier used to find Ibor future option volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
Obtains an identifier used to find swaption volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.product.AttributeType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.BuySell
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.product.common.CcpId
-
Obtains an identifier for the CCP.
- of(String) - Static method in class com.opengamma.strata.product.common.ExchangeId
-
Returns an identifier for the exchange.
- of(String) - Static method in enum com.opengamma.strata.product.common.LongShort
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.PutCall
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractCode
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupCode
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.option.KnockType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.product.ProductType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
Obtains an instance from the specified name.
- of(String, boolean) - Static method in class com.opengamma.strata.calc.ImmutableMeasure
-
Returns a measure with the specified name.
- of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of
CurrencyAmountfor the specified ISO-4217 three letter currency code and amount. - of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
Creates a constant curve with a specific value.
- of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
Creates a constant surface with a specific value.
- of(String, Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
- of(String, Currency, DayCount, Frequency, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Obtains a convention based on the specified parameters.
- of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, InflationRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
Obtains a calibrator for a specific type of trade.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
Obtains a calibrator for a specific type of trade.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
Obtains a calibrator for a specific type of trade.
- of(String, String) - Static method in class com.opengamma.strata.basics.StandardId
-
Obtains an instance from a scheme and value.
- of(String, String) - Static method in class com.opengamma.strata.market.curve.CurveId
-
Obtains an instance used to obtain a curve by name.
- of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Obtains an instance from the exchange identifier and group code.
- of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Obtains an instance from a scheme and value.
- of(String, String) - Static method in class com.opengamma.strata.product.LegalEntityId
-
Obtains an instance from a scheme and value.
- of(String, String) - Static method in class com.opengamma.strata.product.SecurityId
-
Obtains an instance from a scheme and value.
- of(String, String, FloatingRateType) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Obtains an instance from the specified external name, index name and type.
- of(String, String, FloatingRateType, int) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Obtains an instance from the specified external name, index name and type.
- of(String, LocalTime, ZoneId, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Obtains an instance from the specified name, time and template.
- of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with no business day adjustment.
- of(LocalDate) - Static method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Obtains an instance specifying a fixed date.
- of(LocalDate) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Obtains an instance using the date.
- of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo
-
Obtains an instance with the specified trade date.
- of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Obtains a point from date and value.
- of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains a time-series containing a single date and value.
- of(LocalDate, double) - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
-
Obtains an instance from the settlement date and price.
- of(LocalDate, double) - Static method in class com.opengamma.strata.product.TradedPrice
-
Obtains an instance from the trade date and price.
- of(LocalDate, double, BondPaymentPeriod) - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
-
Obtains an instance from the settlement date, price and amount.
- of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with a business day adjustment.
- of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Obtains an instance using the tenor.
- of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Obtains an instance using the tenor, specifying the label.
- of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified date.
- of(LocalDate, CashSwaptionSettlementMethod) - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
Obtains an instance from the settlement date and method.
- of(LocalDate, String) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Obtains an instance using the date, specifying the label.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from two dates.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on a stub convention and end-of-month flag.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on roll and stub conventions.
- of(LocalDate, LocalDate, Frequency, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Obtains an instance from the dates, frequency and change.
- of(LocalDate, LocalDate, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Obtains a template based on the specified dates and convention.
- of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from the adjusted and unadjusted dates.
- of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Obtains an instance using the year-month.
- of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Obtains an instance using the year-month, specifying the label.
- of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Obtains an instance from the valuation date, trades, columns and results.
- of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results, CalculationFunctions, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Obtains an instance from the valuation date, trades, columns, results and reference data.
- of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in class com.opengamma.strata.data.ImmutableMarketData
-
Obtains an instance from a valuation date and map of values.
- of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in interface com.opengamma.strata.data.MarketData
-
Obtains an instance from a valuation date and map of values.
- of(LocalDate, Map<? extends MarketDataId<?>, ?>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.MarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(LocalTime, ZoneId, LocalTime...) - Static method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
-
Obtains an instance.
- of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance from a
Period. - of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance from a
Period. - of(Period, int, IborFutureConvention) - Static method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Obtains a template based on the specified convention using a relative definition of time.
- of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period.
- of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Period, Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified period and index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified period and index.
- of(Period, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Creates node metadata using period and strike.
- of(Period, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Creates node using period, strike and label.
- of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified periods and convention.
- of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Obtains a template based on the specified period and convention.
- of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified period and convention.
- of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified periods and convention.
- of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified periods and convention.
- of(YearMonth, IborFutureConvention) - Static method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Obtains a template based on the specified convention using an absolute definition of time.
- of(ZonedDateTime, InterpolatedNodalSurface) - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(Collection<FailureItem>) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure for a non-empty collection of failure items.
- of(Collection<T>, Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the keys and values are extracted from a collection by applying a function to each item in the collection.
- of(Collection<V>, Function<? super V, ? extends K>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the values are taken from a collection and the keys are created by applying a function to each value.
- of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner
-
Creates a calculation runner capable of performing calculations, specifying the executor.
- of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Creates a calculation task runner capable of performing calculations, specifying the executor.
- of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a success
Resultwrapping the value produced by the supplier. - of(List<? extends CalculationTarget>) - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
Obtains an instance from a list of targets.
- of(List<? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an instance from the specified functions.
- of(List<? extends CalculationParameter>) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Obtains an instance from the specified parameters.
- of(List<? extends CrossGammaParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(List<? extends CurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(List<? extends ParameterizedData>) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Obtains an instance that can combine the specified underlying instances.
- of(List<? extends UnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(List<? extends PointSensitivity>) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns a builder with the specified sensitivities.
- of(List<? extends SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance from the specified list of amounts.
- of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance from the specified list of amounts.
- of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from the specified multi-currency amounts.
- of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns an instance containing the values from the list of amounts.
- of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements
-
Obtains an instance from the columns.
- of(List<ColumnHeader>, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.Results
-
Obtains an instance containing the results of the calculation for each cell.
- of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of tasks and columns.
- of(List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.FailureItems
-
Creates an instance from the list of failures.
- of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains an instance from a list of cash flows.
- of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Obtains an instance from the curve order and Jacobian matrix.
- of(List<SmileDeltaParameters>, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from a set of smile descriptions.
- of(List<SmileDeltaParameters>, DayCount, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.
- of(List<SmileDeltaParameters>, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
- of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Creates an instance from the individual fixings.
- of(List<Double>) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Obtains an instance from the specified list of values.
- of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Obtains an instance from a list of headers and rows.
- of(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw data with error.
- of(List<Period>, DoubleArray, ValueType, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw volatility.
- of(List<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance from the specified list of values.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance from a map of reference data.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance from a map of reference data.
- of(Map<? extends MarketDataId<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
-
Returns a
CurveInputsinstance containing the specified market data. - of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from a map of amounts.
- of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns an instance containing the values from a map of amounts with the same number of elements in each array.
- of(Map<Currency, CurveId>, Map<Index, CurveId>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a map of discount and forward curve identifiers.
- of(Map<Currency, CurveId>, Map<Index, CurveId>, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.
- of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a map of currency to amount.
- of(Map<CurrencyPair, QuoteId>) - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns FX rate configuration built using the data in the map.
- of(Map<CurrencyPair, FxOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<Tenor, RawOptionData>) - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Obtains an instance of the raw volatility.
- of(Map<IborIndex, IborCapletFloorletVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<IborIndex, IborFutureOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<IborIndex, SwaptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<StandardId, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Obtains an instance from the specified parameters.
- of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains an instance based on a maps for credit, discount and recovery rate curves.
- of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains an instance based on a maps for credit, discount and recovery rate curves.
- of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
Creates an instance from a populated map.
- of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on maps for repo curves.
- of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on maps for repo curves.
- of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a maps for repo and issuer curves.
- of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a maps for repo and issuer curves.
- of(Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a maps for repo and issuer curves.
- of(Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a maps for repo and issuer curves.
- of(Map<SecurityId, BondFutureVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<Class<?>, ? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an instance from the specified functions.
- of(Map<Class<?>, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Obtains an instance from the specified parameters.
- of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Obtains an instance, specifying the map of section to properties.
- of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map.
- of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream over the entries in the map.
- of(DoubleStream) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with entries filled from a stream.
- of(IntStream) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with entries filled from a stream.
- of(LongStream) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance with entries filled from a stream.
- of(Stream<T>, Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the keys and values are extracted from a stream by applying a function to each item in the stream.
- of(Stream<V>, Function<? super V, ? extends K>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the values are taken from a stream and the keys are created by applying a function to each value.
- of(T...) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance from the specified array of values.
- of(T, FailureItem...) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Creates an instance wrapping the success value and failures.
- of(T, Supplier<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Creates an instance using a supplier.
- of(T, List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Creates an instance wrapping the success value and failures.
- ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofBackwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Obtains an instance of the finite difference calculator using backward differencing.
- ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.
- ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw volatility for shifted Black (log-normal) volatility.
- ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
- ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBuy(boolean) - Static method in enum com.opengamma.strata.product.common.BuySell
-
Converts a boolean "is buy" flag to the enum value.
- ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofCentralDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Obtains an instance of the finite difference calculator using central differencing.
- ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and no attributes.
- ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and attributes.
- ofClasspath(Class<?>, String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource locator for a classpath resource which is associated with a class.
- ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a fully qualified resource name.
- ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a
URL. - ofContent(byte[]) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a text variable, specified as a byte array. - ofContent(byte[], Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a text variable, specified as a byte array. - ofContent(String) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a text variable, specified as aStringobject. - ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and no attributes.
- ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and attributes.
- ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the currency.
- ofCurves(RatesCurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Creates a curve group using a curve group definition and some existing curves.
- ofCurves(RatesCurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Creates a curve group using a curve group definition and a list of existing curves.
- ofDaily(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard daily ETD.
- ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-month.
- ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-week.
- ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of days.
- ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of days.
- ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a
IborAveragedFixingfrom the fixing date, calculating the weight from the number of days in the reset period. - ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a
IborAveragedFixingfrom the fixing date, calculating the weight from the number of days in the reset period. - ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying an amount to add to the base value.
- ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor, adding it to the base value.
- ofFile(File) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a file object, specified as aFile. - ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a
File. - ofFile(File, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a file object, specified as aFile. - ofFileName(String) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a file name, specified as a String. - ofFileName(String, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a file name, specified as a String. - ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta and nonzero shift.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with constant beta and shift.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta, nonzero shift and initial values.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta and zero shift.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with zero shift and constant beta.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta, zero shift and initial values.
- ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Obtains an instance with a single fixed rate.
- ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with a single fixed rate.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho and nonzero shift.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with constant beta and shift.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho, nonzero shift and initial values.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho and zero shift.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with zero shift and constant beta.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho, zero shift and initial values.
- ofFlexFuture(int, EtdSettlementType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard monthly ETD.
- ofFlexOption(int, EtdSettlementType, EtdOptionType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard monthly ETD.
- ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a
CashFlowrepresenting a single cash flow from payment date, forecast value and discount factor. - ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a
CashFlowrepresenting a single cash flow from payment date, forecast value amount, discount factor and currency. - ofForwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Obtains an instance of the finite difference calculator using forward differencing.
- ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Creates a
ResolvedFxSwapusing forward points. - ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an
FxSwapusing decimal forward points. - ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an
FxSwapusing decimal forward points, specifying a date adjustment. - ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance from the number of decimal places and fraction.
- ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with linear interpolation of two floating rates.
- ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with a single floating rate.
- ofId(MarketDataId<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Obtains a filter that matches the specified identifier.
- ofIdType(Class<? extends MarketDataId<T>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Obtains a filter that matches any value with the specified identifier type.
- ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Obtains an instance with a known amount of interest.
- ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with a known amount of interest.
- ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.
- ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the last business day of month convention.
- ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.
- ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the last day of month convention.
- ofLeastSquare(IborCapletFloorletVolatilities, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Obtains an instance of least square result.
- ofLocalizedNumber(Locale) - Static method in class com.opengamma.strata.collect.NumberFormatter
-
Obtains a number formatter for general-purpose use in the specified locale.
- ofLong(boolean) - Static method in enum com.opengamma.strata.product.common.LongShort
-
Converts a boolean "is long" flag to the enum value.
- ofLongShort(EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(PositionInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillPosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, BondFutureOption, double, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, BondFuture, double, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, CapitalIndexedBond, double, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, FixedCouponBond, double, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, Dsf, double, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(PositionInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(PositionInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(PositionInfo, IborFutureOption, double, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, IborFuture, double, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, OvernightFuture, double, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Obtains an instance from position information, product, long quantity and short quantity.
- ofLongShort(PositionInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from position information, security identifier, long quantity and short quantity.
- ofLongShort(SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from the security identifier, long quantity and short quantity.
- ofManualToString(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames
-
Creates an instance where the
toStringmethod is written manually. - ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in
mappings. - ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in
mappings. - ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in
mappings. - ofMatrix() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains an instance that uses an FX matrix.
- ofMatrix(FxMatrixId) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains an instance that uses an FX matrix.
- ofMonthly() - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard monthly ETD.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of months.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of months.
- ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor to apply to the base value.
- ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner
-
Creates a standard multi-threaded calculation runner capable of performing calculations.
- ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Creates a standard multi-threaded calculation task runner capable of performing calculations.
- ofName(MarketDataName<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Obtains a filter that matches the specified name.
- ofNet(EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from the security and net quantity.
- ofNet(EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from the security and net quantity.
- ofNet(GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from the security and net quantity.
- ofNet(PositionInfo, Bill, double) - Static method in class com.opengamma.strata.product.bond.BillPosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, BondFutureOption, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, BondFuture, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, CapitalIndexedBond, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, FixedCouponBond, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, Dsf, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(PositionInfo, EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(PositionInfo, GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(PositionInfo, IborFutureOption, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, IborFuture, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, OvernightFuture, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Obtains an instance from position information, product and net quantity.
- ofNet(PositionInfo, SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from position information, security identifier and net quantity.
- ofNet(SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from the security identifier and net quantity.
- ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result with a reason of
FailureReason.MISSING_DATAand message to say an unexpected null was found. - ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.
- ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an instance from a
Pair. - ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an instance from a
Pair. - ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains an instance from a
Pair. - ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an instance from a
Pair. - ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains an instance from a
Pair. - ofParSpread(CdsTemplate, ObservableId, StandardId) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a curve node with par spread convention.
- ofParSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a curve node with par spread convention.
- ofPath(Path) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a file path, specified as aPath. - ofPath(Path) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a
Path. - ofPath(Path, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a file path, specified as aPath. - ofPattern(String, Locale) - Static method in class com.opengamma.strata.collect.NumberFormatter
-
Obtains a formatter based on a pattern in the specified locale.
- ofPay(boolean) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Converts a boolean "is pay" flag to the enum value.
- ofPay(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be paid where the date is adjustable.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be paid where the date is fixed.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be paid.
- ofPercentage(boolean, int, int) - Static method in class com.opengamma.strata.collect.NumberFormatter
-
Obtains a formatter for decimal percentages configured by grouping and decimal places.
- ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance for a period observation of the index from the observation and sensitivity value.
- ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
- ofPointsUpfront(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a curve node with points upfront convention.
- ofPointsUpfront(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a curve node with points upfront convention.
- ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a
CashFlowrepresenting a single cash flow from payment date, present value and discount factor. - ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a
CashFlowrepresenting a single cash flow from payment date, present value amount, discount factor and currency. - ofPrice(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade
-
Generates a Bill trade instance from the price.
- ofPut(boolean) - Static method in enum com.opengamma.strata.product.common.PutCall
-
Converts a boolean "is put" flag to the enum value.
- ofQuotedSpread(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a curve node with quoted spread convention.
- ofQuotedSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a curve node with quoted spread convention.
- ofRates() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains the standard instance.
- ofRates(Currency) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains an instance that uses triangulation on the specified currency.
- ofRates(Currency, ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains an instance that uses triangulation on the specified currency.
- ofRates(ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
-
Obtains the standard instance.
- ofReceive(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be received where the date is adjustable.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be received where the date is fixed.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be received.
- ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance that replaces the base value.
- ofRootFind(IborCapletFloorletVolatilities) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Obtains an instance of root-finding result.
- ofScenarioValue(ScenarioArray<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(T...) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofSignedAmount(double) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Converts a signed amount to the enum value.
- ofSingleValue(int, T) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance from a single value where the value applies to all scenarios.
- ofSingleValue(T) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a single market data value that is used in all scenarios.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of
LogMoneynessfrom the strike and forward. - ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of
Moneynessfrom the strike and forward. - ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
Obtains a 'Term' instance based on a single period.
- ofUnsafe(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance, not copying the array.
- ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by wrapping an array.
- ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance by wrapping a
double[][]. - ofUnsafe(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance by wrapping an array.
- ofUnsafe(long[]) - Static method in class com.opengamma.strata.collect.array.LongArray
-
Obtains an instance by wrapping an array.
- ofUnsorted(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Creates an interpolated surface with metadata, where the values are not sorted.
- ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom a URL, specified as aURLobject. - ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a
URL. - ofUrl(URL, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSourcefrom an URL, specified as aURLobject. - ofUtf8(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from a string using UTF-8.
- ofWeekly(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard weekly ETD.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of weeks.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of weeks.
- ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of years.
- ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of years.
- ofYield(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade
-
Generates a Bill trade instance where the price is computed from the traded yield.
- onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream
- ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '1/1' day count, which always returns a day count of 1.
- openBufferedStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Opens a list entry to be populated.
- openStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- opposite() - Method in enum com.opengamma.strata.product.common.BuySell
-
Supplies the opposite of this value.
- opposite() - Method in enum com.opengamma.strata.product.common.LongShort
-
Supplies the opposite of this value.
- opposite() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Supplies the opposite of this value.
- opposite() - Method in enum com.opengamma.strata.product.common.PutCall
-
Supplies the opposite of this value.
- OPTION - com.opengamma.strata.product.etd.EtdType
-
An option.
- optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for an ETD option instrument.
- optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for an ETD option instrument.
- or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
The meta-property for the
orderproperty. - order() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the
orderproperty. - orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Obtains an ordered list of resource locators.
- ORIGINAL_ISDA - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
The formula in v1.8.1 and below.
- originalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
The meta-property for the
originalSurfaceproperty. - originalSurface(Surface) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
Sets the original surface.
- other(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Finds the other currency in the pair.
- OTHER - com.opengamma.strata.basics.index.FloatingRateType
-
A floating rate index of another type.
- OTHER - com.opengamma.strata.collect.result.FailureReason
-
Failure occurred for some other reason.
- OTHER - com.opengamma.strata.product.PortfolioItemType
-
Any other kind of portfolio item.
- OTHER - com.opengamma.strata.product.swap.SwapLegType
-
A swap leg that is not based on a Fixed, Ibor, Overnight or Inflation rate.
- OTHER - Static variable in class com.opengamma.strata.product.ProductType
-
Another kind of product, details not known.
- outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the
outputCurrenciesproperty. - outputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the
outputCurrenciesproperty. - outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the
outputCurrenciesproperty in the builder from an array of objects. - outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the currencies used in the calculation results.
- OVERNIGHT - com.opengamma.strata.product.swap.SwapLegType
-
A floating rate swap leg based on an Overnight index.
- OVERNIGHT_AVERAGED - com.opengamma.strata.basics.index.FloatingRateType
-
A floating rate index that is based on an Overnight index with averaging.
- OVERNIGHT_COMPOUNDED - com.opengamma.strata.basics.index.FloatingRateType
-
A floating rate index that is based on an Overnight index with compounding.
- OVERNIGHT_COMPOUNDED_ANNUAL_RATE - com.opengamma.strata.product.swap.FixedAccrualMethod
-
Defines overnight compounding using an an annual rate.
- OVERNIGHT_COMPOUNDED_ANNUAL_RATE - com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Defines overnight compounding using an an annual rate.
- OVERNIGHT_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
- OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
-
The method of accruing interest based on an Overnight index.
- OvernightAveragedDailyRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of an averaged daily rate for a single Overnight index.
- OvernightAveragedDailyRateComputation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for
OvernightAveragedDailyRateComputation. - OvernightAveragedDailyRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
OvernightAveragedDailyRateComputation. - OvernightAveragedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate from a single Overnight index that is averaged daily.
- OvernightAveragedRateComputation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for
OvernightAveragedRateComputation. - OvernightAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
OvernightAveragedRateComputation. - OvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
- OvernightCompoundedAnnualRateComputation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for
OvernightCompoundedAnnualRateComputation. - OvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
OvernightCompoundedAnnualRateComputation. - OvernightCompoundedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate from a single Overnight index that is compounded daily.
- OvernightCompoundedRateComputation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for
OvernightCompoundedRateComputation. - OvernightCompoundedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for
OvernightCompoundedRateComputation. - OvernightFuture - Class in com.opengamma.strata.product.index
-
A futures contract based on an Overnight index.
- OvernightFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
OvernightFuture. - OvernightFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
OvernightFuture. - OvernightFuturePosition - Class in com.opengamma.strata.product.index
-
A futures contract based on an Overnight index.
- OvernightFuturePosition.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
OvernightFuturePosition. - OvernightFuturePosition.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
OvernightFuturePosition. - OvernightFutureSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures contract based on an Overnight rate index.
- OvernightFutureSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
OvernightFutureSecurity. - OvernightFutureSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
OvernightFutureSecurity. - OvernightFutureTrade - Class in com.opengamma.strata.product.index
-
A trade representing a futures contract based on an Overnight index.
- OvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
OvernightFutureTrade. - OvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
OvernightFutureTrade. - OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>> - Class in com.opengamma.strata.measure.index
-
Perform calculations on a single
OvernightFutureTradefor each of a set of scenarios. - OvernightFutureTradeCalculationFunction(Class<T>) - Constructor for class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
-
Creates an instance.
- OvernightFutureTradeCalculations - Class in com.opengamma.strata.measure.index
-
Calculates pricing and risk measures for trades in a futures contract based on an Overnight rate index.
- OvernightFutureTradeCalculations(DiscountingOvernightFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Creates an instance.
- OvernightIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Overnight-Ibor swap trades.
- OvernightIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Overnight swap conventions.
- OvernightIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Overnight-Ibor interest rate swap.
- OvernightIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
OvernightIborSwapCurveNode. - OvernightIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
OvernightIborSwapCurveNode. - OvernightIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Overnight-Ibor swap trades.
- OvernightIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
OvernightIborSwapTemplate. - OvernightIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
OvernightIborSwapTemplate. - OvernightIndex - Interface in com.opengamma.strata.basics.index
-
An Overnight index, such as Sonia or Eonia.
- overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Overnight index forward curve to the provider.
- overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Overnight index forward curve to the provider with associated time-series.
- OvernightIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an Overnight index.
- OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for
OvernightIndexObservation. - OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
OvernightIndexObservation. - overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Overnight index.
- OvernightIndexRates - Interface in com.opengamma.strata.pricer.rate
-
Provides access to rates for an Overnight index.
- OvernightIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Overnight rate indices.
- overnightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the
overnightLegproperty. - overnightLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- overnightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
-
The meta-property for the
overnightRateproperty. - overnightRate(OvernightRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the Overnight rate observation.
- OvernightRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Overnight index.
- OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
OvernightRateCalculation. - OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
OvernightRateCalculation. - OvernightRateComputation - Interface in com.opengamma.strata.product.rate
-
Defines the computation of a rate from a single Overnight index.
- OvernightRateSensitivity - Class in com.opengamma.strata.pricer.rate
-
Point sensitivity to a rate from an Overnight index curve.
- OvernightRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
OvernightRateSensitivity. - OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Overnight index.
- OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
OvernightRateSwapLegConvention. - OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
OvernightRateSwapLegConvention. - overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
overrideStartDateproperty. - overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first schedule period, overriding normal schedule generation.
- overrideWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Overrides this property set with another.
P
- P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 12 months (1 year).
- P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 13 weeks (91 days).
- P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of one day.
- P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 month.
- P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 week (7 days).
- P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 26 weeks (182 days).
- P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 months.
- P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 weeks (14 days).
- P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 3 months.
- P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 months.
- P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 weeks (28 days).
- P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 52 weeks (364 days).
- P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 6 months.
- pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
The meta-property for the
pairproperty. - pair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
The meta-property for the
pairproperty. - Pair<A,B> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of two elements.
- Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
Pair. - pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a
Collectorthat allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a newFxMatrix. - pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map from a stream containing pairs.
- PAR_RATE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the par rate of the calculation target.
- PAR_SPREAD - com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Par spread.
- PAR_SPREAD - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the par spread of the calculation target.
- PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
The par spread instance, which is the default used in curve calibration.
- PAR_YIELD - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
The par yield curve method.
- parallel() - Method in class com.opengamma.strata.collect.MapStream
- parallelCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS index using a single credit curve.
- parallelCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS index using a single credit curve.
- parallelCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS.
- parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
- parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
- parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS.
- parallelSensitivity(CurrencyParameterSensitivities, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
-
Calculates the raw data sensitivities from SABR parameter sensitivity.
- ParallelShiftedCurve - Class in com.opengamma.strata.market.curve
-
A curve with a parallel shift applied to its y-values.
- ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
ParallelShiftedCurve. - parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
The meta-property for the
parameterCountproperty. - parameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
The meta-property for the
parameterCountproperty. - parameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
parameterCurveNodesproperty. - parameterCurveNodes(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the
parameterCurveNodesproperty in the builder from an array of objects. - parameterCurveNodes(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the nodes of SABR parameter curves.
- ParameterizedData - Interface in com.opengamma.strata.market.param
-
An abstraction of market data in terms of a number of arbitrary
doubleparameters. - ParameterizedDataCombiner - Class in com.opengamma.strata.market.param
-
Helper that can be used to combine two or more underlying instances of
ParameterizedData. - ParameterizedFunctionalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a parameterized function.
- ParameterizedFunctionalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
ParameterizedFunctionalCurve. - ParameterizedFunctionalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
ParameterizedFunctionalCurve. - ParameterizedFunctionalCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a parameterized functional curve.
- ParameterizedFunctionalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
ParameterizedFunctionalCurveDefinition. - ParameterizedFunctionalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
ParameterizedFunctionalCurveDefinition. - parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
The meta-property for the
parameterMetadataproperty. - parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the parameter-level metadata.
- parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the
parameterMetadataproperty in the builder from an array of objects. - parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the
parameterMetadataproperty in the builder from an array of objects. - parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the parameter-level metadata.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the parameter-level metadata.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the parameter metadata of the curve, defaulted to empty metadata instances.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the list of parameter metadata.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the parameter-level metadata.
- ParameterMetadata - Interface in com.opengamma.strata.market.param
-
Information about a single parameter.
- ParameterPerturbation - Interface in com.opengamma.strata.market.param
-
A function interface that allows a single parameter to be perturbed.
- parameters() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the
parametersproperty. - parameters() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the
parametersproperty. - parameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the
parametersproperty. - parameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
parametersproperty. - parameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
The meta-property for the
parametersproperty. - parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
parametersproperty. - parameters(CalculationParameters) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.
- parameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the array of parameters for the curve function.
- parameters(SabrInterestRateParameters) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the SABR model parameters.
- parameters(SabrParameters) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the SABR model parameters.
- parameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
- parameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Computes the sensitivity of the y-value with respect to the curve parameters.
- parameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator
-
Computes the sensitivity of the x-y-value with respect to the surface parameters.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Computes the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Computes the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- parameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- parameterSensitivity(CreditCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- parameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- parameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- parameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- parameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- parameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- parameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- parameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- parameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- ParameterSize - Class in com.opengamma.strata.market.param
-
The market data name and the associated number of parameters.
- ParameterSize.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
ParameterSize. - parameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the
parameterSplitproperty. - parameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the
parameterSplitproperty. - parameterSplit(ParameterSize...) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the
parameterSplitproperty in the builder from an array of objects. - parameterSplit(List<ParameterSize>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the split of parameters between the underlying parameterized data.
- parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par rate across one or more scenarios.
- parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par rate for a single set of market data.
- parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate of the FRA product.
- parRate(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par rate across one or more scenarios.
- parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par rate for a single set of market data.
- parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par rate of the FRA trade.
- parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the par rate of the Ibor future product.
- parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par rate for swaps with a fixed leg.
- parRate(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par rate across one or more scenarios.
- parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par rate for a single set of market data.
- parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par rate of the swap trade.
- parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate sensitivity to the curves.
- parRateSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the deposit fair rate sensitivity to the curves.
- parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par rate curve sensitivity.
- parRateSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the par rate curve sensitivity.
- parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate curve sensitivity of the FRA product.
- parRateSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par rate curve sensitivity of the FRA trade.
- parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par rate curve sensitivity for a swap with a fixed leg.
- parRateSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par rate curve sensitivity of the swap trade.
- parse(CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Parses one or more CSV format curve calibration files.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Parses a string to obtain a
Currency. - parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Parses the string to produce a
CurrencyAmount. - parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Parses a currency pair from a string with format AAA/BBB.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Parses a rate from a string with format AAA/BBB RATE.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Money
-
Parses the string to produce a
Money. - parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Parses a formatted string representing the tenor.
- parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Parses a string, handling different types of index.
- parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Parses a string, with extended handling of indices.
- parse(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Parses a string to obtain a
Country. - parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Parses a formatted string representing the frequency.
- parse(String) - Static method in class com.opengamma.strata.basics.StandardId
-
Parses an
StandardIdfrom a formatted scheme and value. - parse(String) - Method in class com.opengamma.strata.collect.named.EnumNames
-
Parses the standard external name for an enum.
- parse(String) - Method in class com.opengamma.strata.collect.NumberFormatter
-
Parses the specific string, returning a double.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Parses a
DoublesPairfrom the standard string format. - parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Parses an
IntDoublePairfrom the standard string format. - parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Parses a
LongDoublePairfrom the standard string format. - parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Parses an
StandardIdfrom a formatted scheme and value. - parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Parses an
StandardIdfrom a formatted scheme and value. - parse(String) - Static method in class com.opengamma.strata.product.LegalEntityId
-
Parses an
StandardIdfrom a formatted scheme and value. - parse(String) - Static method in class com.opengamma.strata.product.SecurityId
-
Parses an
StandardIdfrom a formatted scheme and value. - parse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
- parse(Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
-
Parses one or more CSV format fixing series files.
- parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Parses one or more CSV format position files, returning ETD futures and options using information from reference data.
- parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Parses one or more CSV format position files, returning sensitivities.
- parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Parses one or more CSV format trade files.
- parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Parses one or more CSV format position files.
- parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Parses one or more CSV format trade files with a quiet type filter.
- parse(Collection<CharSource>, List<Class<? extends Trade>>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Parses one or more CSV format trade files with an error-creating type filter.
- parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
-
Parses one or more CSV format curve files for all available dates.
- parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Parses one or more CSV format curve files for all available dates.
- parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Parses one or more CSV format FX rate files.
- parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Parses one or more CSV format quote files.
- parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustableDate' or 'AdjustableDate2' to an
AdjustableDate. - parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved
LocalDate. - parseAndMerge(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Parses one or more CSV format position files, merging the result to a single sensitivities instance.
- parseBoolean(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a boolean from the input string.
- parseBulletPaymentTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a Bullet Payment trade from CSV.
- parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCenter' to a
HolidayCalendar. - parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCentersOrReference.model' to a
HolidayCalendar. - parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessDayAdjustments' to a
BusinessDayAdjustment. - parseBusinessDayConvention(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses business day convention from the input string.
- parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BuyerSeller.model' to a
BuySell. - parseBuySell(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses buy/sell from the input string.
- parseCdsIndexTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a CDS Index trade from CSV.
- parseCdsTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a CDS trade from CSV.
- parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Currency' to a
Currency. - parseCurrency(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses currency from the input string.
- parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Money' to a
CurrencyAmount. - parseCurveGroupDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
-
Parses the curve groups definition CSV file.
- parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'date' to a
LocalDate. - parseDate(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a date from the input string.
- parseDayCount(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses day count from the input string.
- parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'DayCountFraction' to a
DayCount. - parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'decimal' to a
double. - parseDouble(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a double from the input string.
- parseDoublePercent(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a double from the input string, converting it from a percentage to a decimal values.
- parseElements(ByteSource, ToIntFunction<String>) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the element names and structure from the specified XML, filtering to reduce memory usage.
- parseEtdContractSpec(CsvRow, EtdType) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses the contract specification from the row.
- parseEtdFuturePosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver
- parseEtdFuturePosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses an ETD future position from the CSV row.
- parseEtdFutureSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses an ETD future position from the CSV row without using reference data.
- parseEtdOptionPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver
- parseEtdOptionPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses an ETD future position from the CSV row.
- parseEtdOptionSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses an ETD option position from the CSV row without using reference data.
- parseEtdOptionType(String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Parses the ETD option type from the short code or full name.
- parseEtdSettlementType(String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Parses the ETD settlement type from the short code or full name.
- parseEtdVariant(CsvRow, EtdType) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Parses the year-month and variant.
- parseFraTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a FRA trade from CSV.
- parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency to a
Frequency. - parseFxSingleTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a FX Single trade from CSV.
- parseFxSwapTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a FX Swap trade from CSV.
- parseFxVanillaOptionTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a FX Vanilla Option trade from CSV.
- parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to an
Index. - parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' with multiple tenors to an
Index. - parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' tenor to a
Tenor. - parseInteger(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses an integer from the input string.
- parseLightweight(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Deprecated.Use
LightweightPositionCsvInfoResolverinstead - parseLongShort(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses long/short from the input string.
- parseNonEtdPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver
- parseNonEtdPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses a non-ETD position from the CSV row.
- parseNonEtdSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses a non-ETD position from the CSV row.
- parseOtherTrade(String, CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses any other kind of trade from CSV.
- parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'PayerReceiver.model' to a
PayReceive. - parsePayReceive(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses pay/receive from the input string.
- parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Period' to a
Period. - parsePeriod(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a period from the input string.
- parsePositionInfo(CsvRow, PositionInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses attributes into
PositionInfo. - parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to a
PriceIndex. - parsePutCall(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses put/call from the input string.
- parseQuantity(CsvRow) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Parses the quantity.
- parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'RelativeDateOffset' to a
DaysAdjustment. - parseRollConvention(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses roll convention from the input string.
- parseSeasonalityDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader
-
Parses the seasonality definition CSV file.
- parseSecurityTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a Security trade from CSV.
- parseSensitivityInfo(CsvRow, PortfolioItemInfo) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Parses attributes to update
PortfolioItemInfo. - parseStandardAttributes(CsvRow, PositionInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Parses standard attributes into
PositionInfo. - parseStandardAttributes(CsvRow, TradeInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses standard attributes into
TradeInfo. - parseSwaptionTrade(CsvRow, List<CsvRow>, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a Swaption trade from CSV.
- parseSwapTrade(CsvRow, List<CsvRow>, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a Swap trade from CSV.
- parseTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a tenor from the input string.
- parseTermDepositTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses a Term Deposit trade from CSV.
- parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'hourMinuteTime' to a
LocalTime. - parseTime(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses time from the input string.
- parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Parses a string into the corresponding root type.
- parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Parses a single FpML format trade.
- parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
-
Parses trade information from the FpML document.
- parseTradeInfo(CsvRow, TradeInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Parses attributes into
TradeInfo. - parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Parses the trade header element.
- parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses FpML from the specified source, extracting the trades.
- parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses the FpML document extracting the trades.
- parseWithSeasonality(CharSource, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Parses one or more CSV format curve calibration files with seasonality.
- parseYearMonth(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a year-month from the input string.
- parseZoneId(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses time-zone from the input string.
- PARSING - com.opengamma.strata.collect.result.FailureReason
-
A parsing error occurred.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade.
- parSpread(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the par spread of the CDS index product.
- parSpread(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the par spread of the underlying product.
- parSpread(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the par spread of the CDS product.
- parSpread(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the par spread of the underlying product.
- parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread of the FRA product.
- parSpread(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par spread of the FRA trade.
- parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the par spread.
- parSpread(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the par spread.
- parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread.
- parSpread(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the par spread.
- parSpread(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedOvernightFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Calculates the par spread of the Overnight rate future trade.
- parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par spread for swaps.
- parSpread(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par spread of the swap trade.
- parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade.
- parSpreadSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the par spread sensitivity of the product.
- parSpreadSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the par spread sensitivity of the underling product.
- parSpreadSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the par spread sensitivity of the product.
- parSpreadSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the par spread sensitivity of the underling product.
- parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread curve sensitivity of the FRA product.
- parSpreadSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par spread curve sensitivity of the FRA trade.
- parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread sensitivity to the curves.
- parSpreadSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the par spread sensitivity to the curves.
- parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Calculates the par spread sensitivity of the Overnight rate future trade.
- parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par spread curve sensitivity for a swap.
- parSpreadSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par spread curve sensitivity of the swap trade.
- parSpreadSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade with z-spread.
- parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade with z-spread.
- partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- PAY - com.opengamma.strata.product.common.PayReceive
-
Pay.
- PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The pay-off rate, which includes adjustments like weighting, spread and gearing.
- PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
Whether the entry is being paid or received.
- payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
The meta-property for the
payLegproperty. - payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
The meta-property for the
payLegproperty. - payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
The meta-property for the
payLegproperty. - payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
The meta-property for the
payLegproperty. - payment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the
paymentproperty. - payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
The meta-property for the
paymentproperty. - payment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
paymentproperty. - payment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the
paymentproperty. - payment() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
The meta-property for the
paymentproperty. - payment(Payment) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the payment.
- payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
Sets the payment to be made.
- payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the payment.
- payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the payment.
- Payment - Class in com.opengamma.strata.basics.currency
-
A single payment of a known amount on a specific date.
- PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The currency of the payment.
- PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The payment date, adjusted to be a valid business day if necessary.
- PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment events.
- PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment periods.
- PAYMENT_VS_PAYMENT - com.opengamma.strata.product.etd.EtdSettlementType
-
Payment-versus-Payment.
- Payment.Builder - Class in com.opengamma.strata.basics.currency
-
The bean-builder for
Payment. - Payment.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for
Payment. - paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
paymentBusinessDayAdjustmentproperty. - paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the
paymentDateproperty. - paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the payment date.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the payment date.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the date that payment occurs.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the date that payment occurs.
- paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the
paymentDateAdjustmentproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
paymentDateOffsetproperty. - paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the offset of payment from the base calculation period date, defaulted to 'None'.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the payment date from the start date, optional with defaulting getter.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
paymentEventsproperty. - paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the
paymentEventsproperty. - paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the
paymentEventsproperty in the builder from an array of objects. - paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the
paymentEventsproperty in the builder from an array of objects. - paymentEvents(List<? extends SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the payment events that are associated with the swap leg.
- paymentEvents(List<SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the additional payment events that are associated with the swap leg.
- paymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
paymentFrequencyproperty. - paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
paymentFrequencyproperty. - paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
paymentFrequencyproperty. - paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
paymentFrequencyproperty. - paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
paymentFrequencyproperty. - paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
paymentFrequencyproperty. - paymentFrequency(Frequency) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the periodic frequency of payments.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the periodic frequency of payments.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
paymentOnDefaultproperty. - paymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
paymentOnDefaultproperty. - paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
paymentOnDefaultproperty. - paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
paymentOnDefaultproperty. - paymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
paymentOnDefaultproperty. - paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the payment on default.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the payment on default.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the payment on default.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the payment on default.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the payment on default.
- PaymentOnDefault - Enum in com.opengamma.strata.product.credit
-
The payment on default.
- paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
paymentPeriodsproperty. - paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
paymentPeriodsproperty. - paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
paymentPeriodsproperty. - paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the
paymentPeriodsproperty. - paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the
paymentPeriodsproperty in the builder from an array of objects. - paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the
paymentPeriodsproperty in the builder from an array of objects. - paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the
paymentPeriodsproperty in the builder from an array of objects. - paymentPeriods(SwapPaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the
paymentPeriodsproperty in the builder from an array of objects. - paymentPeriods(List<? extends SwapPaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the periodic payments based on the fixed rate.
- paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the periodic payments based on the fixed rate.
- paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the
paymentRelativeToproperty. - paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each payment is made relative to.
- paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
paymentScheduleproperty. - paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
paymentScheduleproperty. - paymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
paymentScheduleproperty. - paymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
paymentScheduleproperty. - paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
paymentScheduleproperty. - paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
paymentScheduleproperty. - paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the periodic payment schedule.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the periodic payment schedule.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the payment schedule.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the payment schedule.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the payment period schedule.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the payment schedule.
- PaymentSchedule - Class in com.opengamma.strata.product.swap
-
Defines the schedule of payment dates relative to the accrual periods.
- PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
PaymentSchedule. - PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
PaymentSchedule. - payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the
payReceiveproperty. - payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts pay/receive to a string.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
Sets whether the payment is to be paid or received.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- PayReceive - Enum in com.opengamma.strata.product.common
-
Flag indicating whether a financial instrument is "pay" or "receive".
- PCHIP - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Piecewise cubic Hermite interpolator with monotonicity.
- peek() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Peeks the next row from the CSV file without changing the iteration position.
- peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PEN' - Peruvian Nuevo Sol.
- percent(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts a value to a percentage string.
- period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the
periodproperty. - period() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
The meta-property for the
periodproperty. - period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the period to be added.
- PERIOD_END - com.opengamma.strata.product.swap.FixingRelativeTo
-
The rate fixing is made relative to the end of each reset period.
- PERIOD_END - com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
The FX reset fixing is made relative to the end of the last accrual period.
- PERIOD_END - com.opengamma.strata.product.swap.PaymentRelativeTo
-
The payment is made relative to the end of each payment period.
- PERIOD_START - com.opengamma.strata.product.swap.FixingRelativeTo
-
The rate fixing is made relative to the start of each reset period.
- PERIOD_START - com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
The FX reset fixing is made relative to the start of the first accrual period.
- PERIOD_START - com.opengamma.strata.product.swap.PaymentRelativeTo
-
The payment is made relative to the start of each payment period.
- PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
-
A convention defining how a period is added to a date.
- PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard period addition conventions.
- PeriodAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a period of calendar days, months and years.
- PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for
PeriodAdjustment. - PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for
PeriodAdjustment. - PERIODIC - com.opengamma.strata.pricer.CompoundedRateType
-
Periodic compounding.
- periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
periodicPaymentsproperty. - periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
periodicPaymentsproperty. - periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the
periodicPaymentsproperty in the builder from an array of objects. - periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the
periodicPaymentsproperty in the builder from an array of objects. - periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the periodic payments of the product.
- periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the periodic payments of the product.
- PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
-
Definition of a periodic schedule.
- PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for
PeriodicSchedule. - PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for
PeriodicSchedule. - periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the
periodIndexproperty. - periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the index of the schedule period boundary at which the change occurs.
- periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the historic or forward rate at the specified fixing period.
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
- periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the
periodsproperty. - periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the
periodsproperty in the builder from an array of objects. - periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the schedule periods.
- periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the
periodToEndproperty. - periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the end date.
- periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the
periodToFarproperty. - periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the far date.
- periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the
periodToNearproperty. - periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the near date.
- periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the
periodToStartproperty. - periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- perturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
The meta-property for the
perturbationproperty. - perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
Sets perturbation that should be applied to market data as part of a scenario.
- PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata
-
Contains a market data perturbation and a filter that decides what market data it applies to.
- PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for
PerturbationMapping. - PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for
PerturbationMapping. - perturbParameter(int, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterPerturbation
-
Applies a perturbation to a single parameter.
- PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PHP' - Philippine Peso.
- PHYSICAL - com.opengamma.strata.product.common.SettlementType
-
Physical delivery.
- PHYSICAL - com.opengamma.strata.product.etd.EtdSettlementType
-
Physical settlement.
- PhysicalSwaptionSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the physical settlement type for the payoff of a swaption.
- PhysicalSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for
PhysicalSwaptionSettlement. - PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PKR' - Pakistani Rupee.
- PL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PL' = Poland.
- PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PLN' - Polish Zloty.
- PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for PLN-POLONIA Overnight index.
- PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The PLONIA index for PLN.
- PLN_WIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for PLN-WIBOR.
- PLN_WIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month WIBOR index.
- PLN_WIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month WIBOR index.
- PLN_WIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week WIBOR index.
- PLN_WIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month WIBOR index.
- PLN_WIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month WIBOR index.
- plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the specified amount added. - plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the specified amount added to each value.
- plus(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with the specified amount added to each value.
- plus(long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with the specified amount added to each value.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith the specified amount added. - plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the specified amount added.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith the specified amount added. - plus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Returns a new array containing the values from this array with the specified amount added.
- plus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith the specified amount added. - plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this
MultiCurrencyAmountwith the specified amount added. - plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount added.
- plus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is the sum of the matching values in this array and the other array.
- plus(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- plus(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is the sum of the matching values in this array and the other matrix.
- plus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is the sum of the matching values in this array and the other array.
- plus(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance where each element is the sum of the matching values in this array and the other array.
- plus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- plus(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- PLWA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.
- POINTS_UPFRONT - com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Points upfront.
- PointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
A collection of point sensitivities.
- PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for
PointSensitivities. - PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
-
Point sensitivity.
- PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
-
Builder used to create point sensitivities.
- PointShifts - Class in com.opengamma.strata.market.param
-
A perturbation that applies different shifts to specific points in a parameterized data.
- PointShifts.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
PointShifts. - PointShiftsBuilder - Class in com.opengamma.strata.market.param
-
Mutable builder for building instances of
PointShifts. - pointsUpfront(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Computes the points upfront.
- pointsUpFrontFromQuotedSpread(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Converts quoted spread to points upfront.
- poll(ScheduledExecutorService, Duration, Duration, Supplier<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Polls on a regular frequency until a result is found.
- PortfolioItem - Interface in com.opengamma.strata.product
-
An item in a portfolio.
- PortfolioItemInfo - Interface in com.opengamma.strata.product
-
Additional information about a portfolio item.
- PortfolioItemSummary - Class in com.opengamma.strata.product
-
A summary of a portfolio item.
- PortfolioItemSummary.Builder - Class in com.opengamma.strata.product
-
The bean-builder for
PortfolioItemSummary. - portfolioItemType(PortfolioItemType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
-
Sets the type of the item.
- PortfolioItemType - Enum in com.opengamma.strata.product
-
The type of a portfolio item.
- Position - Interface in com.opengamma.strata.product
-
A position in a security.
- POSITION - com.opengamma.strata.product.PortfolioItemType
-
A position.
- POSITION - com.opengamma.strata.report.framework.expression.ValueRootType
-
Refers to the position.
- POSITION - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
The position instance
- POSITION - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
-
The position instance
- PositionCsvInfoResolver - Interface in com.opengamma.strata.loader.csv
-
Resolves additional information when parsing position CSV files.
- PositionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads positions from CSV files.
- PositionInfo - Class in com.opengamma.strata.product
-
Additional information about a position.
- PositionInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
PositionInfo. - PositionInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create
PositionInfo. - PositionTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a trade to produce another object.
- PositionTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
- positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this
CurrencyAmountwith a positive amount. - PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Preceding' convention which adjusts to the previous business day.
- predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
Predicateinterface. - premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the
premiumproperty. - premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the
premiumproperty. - premium(AdjustablePayment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the optional premium of the product.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the optional premium of the product.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
Sets the premium of the FX option.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
Sets the premium of the FX option.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the premium of the swaption.
- premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the optional premium of the product.
- premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the optional premium of the product.
- premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
Sets the premium of the FX option.
- premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
Sets the premium of the FX option.
- premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the premium of the swaption.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
premiumStyleproperty. - premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
premiumStyleproperty. - premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
premiumStyleproperty. - premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
premiumStyleproperty. - premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
premiumStyleproperty. - premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
premiumStyleproperty. - premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the style of the option premium.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the style of the option premium.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the style of the option premium.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The present value.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the present value of the calculation target.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
The present value instance, which is the default used in present value sensitivity to market quote stored during curve calibration.
- presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the
presentValueproperty. - presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value of a single payment period.
- presentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value of a single fixed coupon payment period.
- presentValue(ResolvedBill, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the present value of the bill product.
- presentValue(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the present value of a bill trade.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the underlying future price.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade.
- presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the current option price.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade.
- presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value of the bond.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade.
- presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade.
- presentValue(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value of the Ibor caplet/floorlet period.
- presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value of the Ibor cap/floor leg.
- presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value of the Ibor cap/floor product.
- presentValue(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value of the Ibor cap/floor trade.
- presentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value by replication in SABR framework with extrapolation on the right.
- presentValue(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Computes the present value of CMS leg by simple forward rate estimation.
- presentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value of the CMS leg.
- presentValue(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the present value of the CMS product by simple forward estimation.
- presentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value of the CMS product.
- presentValue(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the present value of the CMS trade by simple forward estimation.
- presentValue(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value of the CMS trade.
- presentValue(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the present value of the CDS index product.
- presentValue(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the present value of the CDS product.
- presentValue(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value of the Ibor fixing deposit product.
- presentValue(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value of the Ibor fixing deposit trade.
- presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
- presentValue(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
- presentValue(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the present value of the deliverable swap futures trade.
- presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value of the FRA product.
- presentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value of the FRA trade.
- presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value of the NDF product.
- presentValue(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the present value of the FX product by discounting each payment in its own currency.
- presentValue(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value of the FX swap product.
- presentValue(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value of the FX barrier option product.
- presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value of the FX barrier option product.
- presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value of the FX barrier option product.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the present value of the FX barrier option trade.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the present value of the FX barrier option trade.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the present value of the foreign exchange vanilla option product.
- presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value of the foreign exchange vanilla option product.
- presentValue(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the present value of the FX vanilla option trade.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the present value of the FX vanilla option trade.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the underlying future price.
- presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the current option price.
- presentValue(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedOvernightFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Calculates the present value of the Overnight rate future trade.
- presentValue(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the present value of the bullet payment trade.
- presentValue(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg, converted to the specified currency.
- presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg.
- presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product, converted to the specified currency.
- presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product.
- presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade, converted to the specified currency.
- presentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade.
- presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value of the swaption product.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the present value of a single payment event.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value of a single payment period.
- presentValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- PresentValueCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
-
Provides calibration measures for a single type of trade based on functions.
- presentValueDelta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value delta of the Ibor caplet/floorlet period.
- presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value delta of the Ibor cap/floor leg.
- presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value delta of the Ibor cap/floor product.
- presentValueDelta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value delta of the FX barrier option product.
- presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value delta of the swaption.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value delta of the swaption.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value delta of the swaption.
- presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade from the clean price.
- presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
- presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
- presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
- presentValueGamma(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value gamma of the Ibor caplet/floorlet period.
- presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value gamma of the Ibor cap/floor leg.
- presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value gamma of the Ibor cap/floor product.
- presentValueGamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value gamma of the FX barrier option product.
- presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueOnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value of the underlying product.
- presentValueOnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value of the underlying product.
- presentValueOnSettleSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value sensitivity of the underlying product.
- presentValueOnSettleSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value sensitivity of the underlying product.
- presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period.
- presentValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single fixed coupon payment period.
- presentValueSensitivity(ResolvedBill, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the present value sensitivity of the bill product.
- presentValueSensitivity(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the present value sensitivity of a bill trade.
- presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade.
- presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value sensitivity of the bond product.
- presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the bond trade.
- presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond product.
- presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade.
- presentValueSensitivity(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.
- presentValueSensitivity(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the present value curve sensitivity of the CMS product by simple forward estimation.
- presentValueSensitivity(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the present value curve sensitivity of the CMS trade by simple forward estimation.
- presentValueSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the present value sensitivity of the product.
- presentValueSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value sensitivity of the trade.
- presentValueSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the present value sensitivity of the product.
- presentValueSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value sensitivity of the trade.
- presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value sensitivity of the Ibor fixing product.
- presentValueSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value sensitivity of the Ibor fixing deposit trade.
- presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
- presentValueSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
- presentValueSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the present value sensitivity of the deliverable swap futures trade.
- presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value sensitivity of the FRA product.
- presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value sensitivity of the FRA trade.
- presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value curve sensitivity of the NDF product.
- presentValueSensitivity(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the present value curve sensitivity of the trade.
- presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the present value curve sensitivity of the FX product.
- presentValueSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the present value curve sensitivity of the trade.
- presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value sensitivity of the FX swap product.
- presentValueSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the present value curve sensitivity of the trade.
- presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Calculates the present value sensitivity of the Overnight rate future trade.
- presentValueSensitivity(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the present value sensitivity of the bullet payment trade.
- presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value sensitivity of the swap leg.
- presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product converted in a given currency.
- presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product.
- presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value sensitivity of the swap trade.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the present value sensitivity of a single payment event.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period.
- presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
- presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
- presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityModelParamsHullWhite(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
-
Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.
- presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.
- presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
- presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor trade.
- presentValueSensitivityModelParamsSabr(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.
- presentValueSensitivityModelParamsSabr(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivityModelParamsSabr(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivityModelParamsSabr(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.
- presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.
- presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor leg.
- presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
- presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
- presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Computes the present value sensitivity to the black volatilities used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityRates(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the bond future option trade.
- presentValueSensitivityRates(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value rates sensitivity of the Ibor caplet/floorlet.
- presentValueSensitivityRates(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor leg.
- presentValueSensitivityRates(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor product.
- presentValueSensitivityRates(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor trade.
- presentValueSensitivityRates(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.
- presentValueSensitivityRates(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value curve sensitivity of the CMS leg.
- presentValueSensitivityRates(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value curve sensitivity of the CMS product.
- presentValueSensitivityRates(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value curve sensitivity of the CMS trade.
- presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value sensitivity of the FX barrier option product.
- presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value sensitivity of the FX barrier option product.
- presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the present value sensitivity of the FX barrier option trade.
- presentValueSensitivityRates(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the Ibor future option trade.
- presentValueSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivityRates(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityRates(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
-
Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor product.
- presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor trade.
- presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption product to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value sensitivity of the FX barrier option product.
- presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the present value sensitivity of the FX barrier option trade.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option product.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option product.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the present value sensitivity of the FX vanilla option trade.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the present value sensitivity of the FX vanilla option trade.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityStrike(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value sensitivity to strike by replication in SABR framework with extrapolation on the right.
- presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment with z-spread.
- presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.
- presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period with z-spread.
- presentValueSensitivityWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the present value sensitivity of the bill product with z-spread.
- presentValueSensitivityWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the present value sensitivity of a bill trade with z-spread.
- presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value sensitivity of the bond product with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the bond trade with z-spread.
- presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
- presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
- presentValueTheta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value theta of the Ibor caplet/floorlet period.
- presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value theta of the Ibor cap/floor leg.
- presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value theta of the Ibor cap/floor product.
- presentValueTheta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value theta of the FX barrier option product.
- presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value theta of the foreign exchange vanilla option product.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value of the swaption.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value of the swaption.
- presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value vega of the foreign exchange vanilla option product.
- presentValueWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment with z-spread by discounting.
- presentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value of a single fixed coupon payment period with z-spread.
- presentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value of a single payment period with z-spread.
- presentValueWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the present value of a bill product with z-spread.
- presentValueWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
-
Calculates the present value of a bill trade with z-spread.
- presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value of the bond product with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade with z-spread.
- presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product with z-spread.
- presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread.
- previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, always returning an earlier date.
- previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the previous date in the sequence after the input date.
- previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, returning the input date if it is a business day.
- price() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
-
The meta-property for the
priceproperty. - price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the
priceproperty. - price(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
-
Sets the price at which the bill was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the clean price at which the bond was traded.
- price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the clean price at which the bond was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the price agreed when the trade occurred.
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price.
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price.
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the price.
- price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product.
- price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product based on the price of the underlying future.
- price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the price of the bond future option trade.
- price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product.
- price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade.
- price(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the price of the CDS index product, which is the minus of the present value per unit notional.
- price(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the price of the underlying product, which is the present value per unit notional.
- price(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the price of the CDS product, which is the present value per unit notional.
- price(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the price of the underlying product, which is the present value per unit notional.
- price(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
-
Calculates the price of the deliverable swap futures product.
- price(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the price of the underlying deliverable swap futures product.
- price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the price of the FX barrier option product.
- price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the price of the FX barrier option product.
- price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the price of the FX barrier option product.
- price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the price of the foreign exchange vanilla option product.
- price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the price of the foreign exchange vanilla option product.
- price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product.
- price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product based on the price of the underlying future.
- price(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the price of the Ibor future option trade.
- price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(ResolvedOvernightFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
-
Calculates the price of the Overnight rate future product.
- price(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Calculates the price of the Overnight rate future trade.
- PRICE - com.opengamma.strata.basics.index.FloatingRateType
-
A floating rate index that is based on a price index.
- PRICE - com.opengamma.strata.market.model.MoneynessType
-
Simple moneyness on price.
- PRICE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a Price - 'Price'.
- PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the price.
- PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price delta.
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price delta.
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- priceFromCurves(ResolvedBill, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the price for settlement at a given settlement date using curves.
- priceFromCurvesWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the price for settlement at a given settlement date using curves with z-spread.
- priceFromYield(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
-
Computes the price from a yield and a accrual factor.
- priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill
-
Computes the price from the yield at a given settlement date.
- priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Computes the price from the yield at a given settlement date.
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price gamma.
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price gamma.
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- PriceIndex - Interface in com.opengamma.strata.basics.index
-
An index of prices.
- PriceIndexCalculationMethod - Enum in com.opengamma.strata.product.swap
-
Reference price index calculation method.
- priceIndexCurve(PriceIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds a Price index forward curve to the provider.
- priceIndexCurve(PriceIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider with associated time-series.
- PriceIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of a Price index.
- PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for
PriceIndexObservation. - priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the values for an Price index.
- PriceIndexValues - Interface in com.opengamma.strata.pricer.rate
-
Provides access to the values of a price index.
- PriceIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard price indices.
- priceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
priceInfoproperty. - priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the
priceInfoproperty. - priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the information about the security price - currency, tick size, tick value, contract size.
- priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Sets the information about the security price.
- prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product.
- priceSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the price sensitivity of the product.
- priceSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the price sensitivity of the underlying product.
- priceSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the price sensitivity of the product.
- priceSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the price sensitivity of the underlying product.
- priceSensitivity(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
-
Calculates the price sensitivity of the deliverable swap futures product.
- priceSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the price sensitivity of the deliverable swap futures product.
- priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivity(ResolvedOvernightFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
-
Calculates the price sensitivity of the Overnight rate future product.
- priceSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
-
Calculates the price sensitivity of the Overnight rate future product.
- priceSensitivityModelParamsHullWhite(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
- priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
- priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.
- priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
- priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
- priceSensitivityRates(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on curves.
- priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
- priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product based on curves.
- priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.
- priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product with z-spread.
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price theta.
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price theta.
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- PriceType - Enum in com.opengamma.strata.pricer.common
-
Enumerates the types of price that can be returned.
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price vega.
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price vega.
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product with z-spread.
- priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade with z-spread.
- PricingException - Exception in com.opengamma.strata.pricer
-
Exception thrown when pricing fails.
- PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message.
- PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message and cause.
- PRINCIPAL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the principal.
- product() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the
productproperty. - product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the
productproperty. - product(Bill) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
-
Sets the bill that was traded.
- product(Bill) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
-
Sets the bill that was traded.
- product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
-
Sets the future that was traded.
- product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the future that was traded.
- product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
-
Sets the option that was traded.
- product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the option that was traded.
- product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
-
Sets the bond that was traded.
- product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the bond that was traded.
- product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
-
Sets the bond that was traded.
- product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the bond that was traded.
- product(ResolvedBill) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
-
Sets the resolved bill product.
- product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the future that was traded.
- product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the option that was traded.
- product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the resolved capital indexed bond product.
- product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the resolved fixed coupon bond product.
- product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the cap/floor product that was agreed when the trade occurred.
- product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the resolved Ibor cap/floor product.
- product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the CMS product that was agreed when the trade occurred.
- product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the resolved CMS product.
- product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the CDS product that was agreed when the trade occurred.
- product(CdsIndex) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
Sets the CDS index product that was agreed when the trade occurred.
- product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the resolved CDS product.
- product(ResolvedCdsIndex) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
Sets the resolved CDS index product.
- product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
- product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
Sets the resolved Ibor Fixing Deposit product.
- product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
Sets the resolved Term Deposit product.
- product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the term deposit product that was agreed when the trade occurred.
- product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
-
Sets the DSF that was traded.
- product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the future that was traded.
- product(ResolvedDsf) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the future that was traded.
- product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the FRA product that was agreed when the trade occurred.
- product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
Sets the resolved FRA product.
- product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the FX swap product that was agreed when the trade occurred.
- product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
Sets the resolved Non-Deliverable Forward (NDF) product.
- product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
Sets the resolved single FX product.
- product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
Sets the resolved FX swap product.
- product(FxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
Sets the FX option product that was agreed when the trade occurred.
- product(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
Sets the FX option product that was agreed when the trade occurred.
- product(ResolvedFxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
Sets the resolved barrier FX option product.
- product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
Sets the resolved vanilla FX option product.
- product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
-
Sets the future that was traded.
- product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the future that was traded.
- product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
-
Sets the option that was traded.
- product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the option that was traded.
- product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
-
Sets the future that was traded.
- product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
-
Sets the future that was traded.
- product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the future that was traded.
- product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the option that was traded.
- product(ResolvedOvernightFuture) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
-
Sets the future that was traded.
- product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
Sets the resolved bullet payment product.
- product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
Sets the resolved Swap product.
- product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the swap product that was agreed when the trade occurred.
- product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the resolved Swaption product.
- product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the swaption product that was agreed when the trade occurred.
- Product - Interface in com.opengamma.strata.product
-
The product details of a financial instrument.
- PRODUCT - com.opengamma.strata.report.framework.expression.ValueRootType
-
Refers to the product on the trade.
- PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Product linear extrapolator.
- PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Product linear interpolator.
- PRODUCT_NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Product natural spline interpolator.
- PRODUCT_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Product natural spline interpolator with monotonicity filter.
- ProductTrade - Interface in com.opengamma.strata.product
-
A trade that is directly based on a product.
- productType(ProductType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
-
Sets the type of the product.
- ProductType - Class in com.opengamma.strata.product
-
The type of a portfolio item.
- propagate(Throwable) - Static method in class com.opengamma.strata.collect.Unchecked
-
Propagates
throwableas-is if possible, or by wrapping in aRuntimeExceptionif not. - PropertiesFile - Class in com.opengamma.strata.collect.io
-
A properties file.
- property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
- property(String) - Method in class com.opengamma.strata.collect.array.IntArray
- property(String) - Method in class com.opengamma.strata.collect.array.LongArray
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Results.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
- propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
- propertyNames() - Method in class com.opengamma.strata.collect.array.IntArray
- propertyNames() - Method in class com.opengamma.strata.collect.array.LongArray
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Results.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
- PropertySet - Class in com.opengamma.strata.collect.io
-
A map of key-value properties.
- protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
protectionEndDateproperty. - protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
protectionEndDateproperty. - protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the protection end date.
- protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the protection end date.
- protectionLeg(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the price of the protection leg, which is the protection leg present value per unit notional.
- protectionStart() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
protectionStartproperty. - protectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
protectionStartproperty. - protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
protectionStartproperty. - protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
protectionStartproperty. - protectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
protectionStartproperty. - protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the protection start of the day.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the protection start of the day.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the protection start of the day.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the protection start of the day.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the protection start of the day.
- ProtectionStartOfDay - Enum in com.opengamma.strata.product.credit
-
The protection start of the day.
- provideObservableData(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider
-
Provides market data for the specified identifiers.
- provideTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
-
Provides the time-series for the specified identifier.
- PT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PT' - Portugal.
- publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the
publicationDateproperty. - publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date that the rate implied by the fixing date is published.
- publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the
publicationDateOffsetproperty. - publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the number of days to add to the fixing date to obtain the publication date.
- publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the
publicationFrequencyproperty. - publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the publication frequency of the index.
- put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Puts a single value into the map.
- put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- PUT - com.opengamma.strata.product.common.PutCall
-
Put.
- PUT_CALL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the put/call flag.
- putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the contents of the specified builder into this builder.
- putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the entries from the supplied map into this builder.
- putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
putCallproperty. - putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
putCallproperty. - putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
putCallproperty. - putCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
putCallproperty. - putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
putCallproperty. - putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
putCallproperty. - putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
putCallproperty. - putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets whether the option is put or call.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall(PutCall) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets whether the option is a put or call.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets whether the option is put or call.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets whether the option is put or call.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets whether the option is put or call.
- PutCall - Enum in com.opengamma.strata.product.common
-
Flag indicating whether a trade is "put" or "call".
- PV_SENSITIVITY_TO_MARKET_QUOTE - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the present value sensitivity to market quote, represented by a
DoubleArray. - PV01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the calibrated bucketed PV01 on the calculation target.
- PV01_CALIBRATED_SUM - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the calibrated sum PV01 on the calculation target.
- PV01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the market quote bucketed PV01 on the calculation target.
- PV01_MARKET_QUOTE_SUM - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the market quote sum PV01 on the calculation target.
- PV01_SEMI_PARALLEL_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures
-
Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.
- PV01_SINGLE_NODE_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures
-
Measure representing the single-node bucketed gamma PV01 of the calculation target.
- pv01CalibratedBucketed(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the Present Value of a Basis Point for a swap leg.
- pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value of a basis point of a period.
- pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
- pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value of a basis point sensitivity of a single payment period.
Q
- QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Quadratic left extrapolator.
- quantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the
quantityproperty. - quantity() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the
quantityproperty. - quantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
-
Sets the quantity, indicating the number of bond contracts in the trade.
- quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the quantity, indicating the number of bond contracts in the trade.
- quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the quantity, indicating the number of bond contracts in the trade.
- quantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
-
Sets the quantity that was traded.
- quantity(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the quantity that was traded.
- QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the quantity.
- QUARTERLY_10TH - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Quarterly-10th' date sequence.
- QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Quarterly-IMM' date sequence.
- queryType() - Method in interface com.opengamma.strata.calc.runner.CalculationParameter
-
Gets the type that the parameter will be queried by.
- queryType() - Method in interface com.opengamma.strata.calc.runner.FxRateLookup
- queryType() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
- queryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
- queryType() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryType() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Gets the type that the lookup will be queried by.
- queryValueOrNull(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
- queryValueOrNull(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceDataId
-
Low-level method to query the reference data value associated with this identifier, returning null if not found.
- queryValueOrNull(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
- queryValueOrNull(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Low-level method to query the reference data value associated with the specified identifier, returning null if not found.
- quote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
-
The meta-property for the
quoteproperty. - quote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
-
The meta-property for the
quoteproperty. - Quote - Class in com.opengamma.strata.market.observable
-
A quoted value for a given security, such as an equity or future.
- Quote.Meta - Class in com.opengamma.strata.market.observable
-
The meta-bean for
Quote. - quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
quoteConventionproperty. - quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the
quoteConventionproperty. - quoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
-
The meta-property for the
quoteConventionproperty. - quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the market quote convention.
- quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the market quote convention.
- QUOTED_SPREAD - com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Quoted spread.
- quotedSpreadFromPointsUpfront(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Converts points upfront to quoted spread.
- quotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
-
The meta-property for the
quotedValueproperty. - quoteId() - Method in class com.opengamma.strata.market.observable.Quote.Meta
-
The meta-property for the
quoteIdproperty. - quoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
quoteIdproperty. - quoteId(QuoteId) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the quote ID.
- QuoteId - Class in com.opengamma.strata.market.observable
-
An identifier used to access a market quote.
- quotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
-
The meta-property for the
quotesproperty. - QuoteScenarioArray - Class in com.opengamma.strata.market.observable
-
Container for values for an item of quoted market data in multiple scenarios.
- QuoteScenarioArray.Meta - Class in com.opengamma.strata.market.observable
-
The meta-bean for
QuoteScenarioArray. - QuoteScenarioArrayId - Class in com.opengamma.strata.market.observable
-
An identifier identifying a
QuoteScenarioArraycontaining values for a piece of quoted market data in multiple scenarios. - QuoteScenarioArrayId.Meta - Class in com.opengamma.strata.market.observable
-
The meta-bean for
QuoteScenarioArrayId. - QuotesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of quotes into memory from CSV resources.
- quotesFromParSpread(List<ResolvedCdsTrade>, List<CdsQuote>, CreditRatesProvider, CdsQuoteConvention, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
The par spread quotes are converted to points upfronts or quoted spreads.
- quoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
quoteValueTypeproperty. - quoteValueType(ValueType) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the value type of the quote.
R
- rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
The meta-property for the
rateproperty. - rate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the
rateproperty. - rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
rateproperty. - rate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
-
The meta-property for the
rateproperty. - rate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
-
The meta-property for the
rateproperty. - rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the
rateproperty. - rate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the fixed rate of interest.
- rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the fixed interest rate to be paid.
- rate(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- rate(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Gets the forward rate at the specified payment date.
- rate(FxIndexObservation, Currency) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- rate(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the historic or forward rate at the specified fixing date.
- rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- rate(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Gets the historic or forward rate at the specified fixing date.
- rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- rate(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- rate(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- rate(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the historic or forward rate at the specified fixing date.
- rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the interest rate to be paid.
- rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn
-
Determines the applicable rate for the computation.
- RateAccrualPeriod - Class in com.opengamma.strata.product.swap
-
A period over which a fixed or floating rate is accrued.
- RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
RateAccrualPeriod. - RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
RateAccrualPeriod. - rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
rateCalculationproperty. - rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
rateCalculationproperty. - rateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
rateCalculationproperty. - rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the inflation rate calculation.
- rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the inflation rate calculation.
- rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the inflation rate calculation.
- RateCalculation - Interface in com.opengamma.strata.product.swap
-
The accrual calculation part of an interest rate swap leg.
- RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap
-
A rate swap leg defined using a parameterized schedule and calculation.
- RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
RateCalculationSwapLeg. - RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
RateCalculationSwapLeg. - rateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
rateComputationproperty. - rateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
rateComputationproperty. - rateComputation(RateComputation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the rate to be computed.
- rateComputation(RateComputation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the rate to be computed.
- RateComputation - Interface in com.opengamma.strata.product.rate
-
Defines a mechanism for computing a rate.
- RateComputationFn<T extends RateComputation> - Interface in com.opengamma.strata.pricer.rate
-
Computes a rate.
- rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the
rateCutOffDaysproperty. - rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the
rateCutOffDaysproperty. - rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
rateCutOffDaysproperty. - rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
rateCutOffDaysproperty. - rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the number of business days before the end of the period that the rate is cut off.
- rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the number of business days before the end of the period that the rate is cut off.
- rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the number of business days before the end of the period that the rate is cut off.
- rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Calculates the sensitivity of the forward rate to the current FX rate.
- rateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the
rateIdproperty. - rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- rateId(QuoteId) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the identifier of the market data value which provides the price.
- rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- rateIgnoringFixings(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.
- rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- rateIgnoringFixings(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- rateIgnoringFixings(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- rateIgnoringFixings(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.
- rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
- rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
- RateIndex - Interface in com.opengamma.strata.basics.index
-
A index of interest rates, such as an Overnight or Inter-Bank rate.
- RateIndexSecurity - Interface in com.opengamma.strata.product.index
-
An instrument representing a security associated with a rate index.
- RatePaymentPeriod - Class in com.opengamma.strata.product.swap
-
A period over which a rate of interest is paid.
- RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
RatePaymentPeriod. - RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
RatePaymentPeriod. - RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap
-
A rate swap leg defined using payment and accrual periods.
- RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
RatePeriodSwapLeg. - RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
RatePeriodSwapLeg. - ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Calculates the point sensitivity of the forward rate at the specified payment date.
- ratePointSensitivity(FxIndexObservation, Currency) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- ratePointSensitivity(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
- ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- ratePointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
- ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- ratePointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
- rates() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
The meta-property for the
ratesproperty. - rates() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
The meta-property for the
ratesproperty. - RATES - com.opengamma.strata.market.model.MoneynessType
-
Simple moneyness on rates.
- RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of definitions to calibrate rates curves by reading from CSV resources.
- RatesCurveCalibrator - Class in com.opengamma.strata.pricer.curve
-
Curve calibrator for rates curves.
- RatesCurveGroup - Class in com.opengamma.strata.market.curve
-
A group of curves.
- RatesCurveGroup.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
RatesCurveGroup. - RatesCurveGroup.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
RatesCurveGroup. - RatesCurveGroupDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a group of curves.
- RatesCurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
RatesCurveGroupDefinition. - RatesCurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
-
A mutable builder for creating instances of
CurveGroupDefinition. - RatesCurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of curve group definitions into memory by reading from CSV resources.
- RatesCurveGroupEntry - Class in com.opengamma.strata.market.curve
-
A single entry in the curve group definition.
- RatesCurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
RatesCurveGroupEntry. - RatesCurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
RatesCurveGroupEntry. - RatesCurveGroupId - Class in com.opengamma.strata.market.curve
-
An identifier used to access a curve group by name.
- RatesCurveGroupMarketDataFunction - Class in com.opengamma.strata.measure.rate
-
Market data function that builds a curve group.
- RatesCurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
-
Creates a new function for building curve groups using the standard measures.
- RatesCurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
-
Creates a new function for building curve groups.
- RatesCurveInputs - Class in com.opengamma.strata.market.curve
-
The input data used when calibrating a curve.
- RatesCurveInputs.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
RatesCurveInputs. - RatesCurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
RatesCurveInputs. - RatesCurveInputsId - Class in com.opengamma.strata.market.curve
-
An identifier used to access the inputs to curve calibration.
- RatesCurveInputsMarketDataFunction - Class in com.opengamma.strata.measure.rate
-
Market data function that builds the input data used when calibrating a curve.
- RatesCurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
- RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of rates curves into memory by reading from CSV resources.
- rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn
-
Determines the point sensitivity for the rate computation.
- RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Computes the curve parameter sensitivity by finite difference.
- RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Create an instance of the finite difference calculator.
- RatesMarketData - Interface in com.opengamma.strata.measure.rate
-
Market data for rates products.
- RatesMarketDataLookup - Interface in com.opengamma.strata.measure.rate
-
The lookup that provides access to rates in market data.
- ratesProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the rates provider.
- ratesProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains a rates provider based on the specified market data.
- RatesProvider - Interface in com.opengamma.strata.pricer.rate
-
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
- RatesProviderGenerator - Interface in com.opengamma.strata.pricer.curve
-
Generates a
RatesProviderfrom a set of parameters. - RatesScenarioMarketData - Interface in com.opengamma.strata.measure.rate
-
Market data for rates products, used for calculation across multiple scenarios.
- RawOptionData - Class in com.opengamma.strata.pricer.option
-
Raw data from the volatility market.
- read() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- read(ByteProcessor<T>) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- readUnsafe() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Returns the underlying array.
- readUtf8() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Reads the source, converting to UTF-8.
- readUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Reads the source, converting to UTF-8 using a Byte-Order Mark if available.
- realCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
realCouponproperty. - realCoupon(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the rate of real coupon.
- realPriceFromNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the real price of the bond from its settlement date and nominal price.
- realYieldFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the conventional real yield from the curves.
- realYieldFromDirtyPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the conventional real yield from the dirty price.
- reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the
reasonproperty. - reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the
reasonproperty. - rebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
The meta-property for the
rebateproperty. - rebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
The meta-property for the
rebateproperty. - rebate(CurrencyAmount) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
- RECEIVE - com.opengamma.strata.product.common.PayReceive
-
Receive.
- RecombiningTrinomialTreeData - Class in com.opengamma.strata.pricer.fxopt
-
Recombining trinomial tree data.
- RecombiningTrinomialTreeData.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
RecombiningTrinomialTreeData. - RECOVERY_RATE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a recovery rate - 'RecoveryRate'.
- recovery01(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the recovery01 of the CDS index product.
- recovery01(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the recovery01 of the CDS product.
- RECOVERY01 - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift in recovery rate.
- recovery01OnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the recovery01 of the underlying product.
- recovery01OnSettle(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the recovery01 of the underlying product.
- recoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
The meta-property for the
recoveryRateproperty. - recoveryRate(LocalDate) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- recoveryRate(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Gets the recovery rate for the specified date.
- recoveryRateCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
The meta-property for the
recoveryRateCurvesproperty. - recoveryRateCurves(Map<StandardId, RecoveryRates>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
Sets the credit rate curves.
- recoveryRates(StandardId) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Gets the recovery rates for a standard ID.
- recoveryRates(StandardId) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- recoveryRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing recovery rates.
- recoveryRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing recovery rates.
- recoveryRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing recovery rates.
- RecoveryRates - Interface in com.opengamma.strata.pricer.credit
-
Recovery rates.
- reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Reduces this array returning a single value.
- reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Reduces this matrix returning a single value.
- reduce(int, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Reduces this array returning a single value.
- reduce(long, LongBinaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray
-
Reduces this array returning a single value.
- reduce(BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- reduce(Map.Entry<K, V>, BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- reduce(U, BiFunction<U, ? super Map.Entry<K, V>, U>, BinaryOperator<U>) - Method in class com.opengamma.strata.collect.MapStream
- referenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the
referenceCurrencyproperty. - referenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the
referenceCurrencyproperty. - referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
The meta-property for the
referenceCurrencyproperty. - referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the
referenceCurrencyproperty. - referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the currency of the notional amount defined in the contract.
- referenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the
referenceDataproperty. - ReferenceData - Interface in com.opengamma.strata.basics
-
Provides access to reference data, such as holiday calendars and securities.
- ReferenceDataId<T> - Interface in com.opengamma.strata.basics
-
An identifier for a unique item of reference data.
- ReferenceDataNotFoundException - Exception in com.opengamma.strata.basics
-
Exception thrown if reference data cannot be found.
- ReferenceDataNotFoundException(String) - Constructor for exception com.opengamma.strata.basics.ReferenceDataNotFoundException
-
Creates the exception passing the exception message.
- referenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the
referenceDateproperty. - region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the
regionproperty. - region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the region of the index.
- relative(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
Creates a shift that multiplies the values at each curve node by a scaling factor.
- relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Returns a curve based on an underlying curve with a scaling applied to the Y values.
- RELATIVE - com.opengamma.strata.market.ShiftType
-
A relative shift where the value is scaled by the shift amount.
- relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Converts a date to a relative year fraction.
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Converts a time and date to a relative year fraction.
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Converts a time and date to a relative year fraction.
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Converts a time and date to a relative year fraction.
- relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Converts a time and date to a relative year fraction.
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Converts a time and date to a relative year fraction.
- relativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
The meta-property for the
relativeToleranceproperty. - relativeTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
Sets the relative tolerance for the root finder.
- relativeYearFraction(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the relative time between the valuation date and the specified date.
- relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- relativeYearFraction(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the relative time between the valuation date and the specified date.
- relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the relative year fraction between the specified dates.
- relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the relative year fraction between the specified dates.
- remove() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Throws an exception as remove is not supported.
- REPLACE - com.opengamma.strata.basics.value.ValueAdjustmentType
-
The modifying value replaces the base value.
- repoCurveDiscountFactors(LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- repoCurveDiscountFactors(LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets the discount factors from a repo curve based on the issuer ID and currency.
- repoCurveDiscountFactors(SecurityId, LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- repoCurveDiscountFactors(SecurityId, LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.
- RepoCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond
-
Provides access to discount factors for a repo curve.
- RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
RepoCurveDiscountFactors. - repoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the
repoCurveGroupsproperty. - repoCurveGroups(Map<LegalEntityId, RepoGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the groups used to find a repo curve by legal entity.
- RepoCurveInputsId - Class in com.opengamma.strata.market.curve
-
An identifier used to access the inputs to curve calibration.
- repoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
The meta-property for the
repoCurvesproperty. - repoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the
repoCurvesproperty. - repoCurves(Map<Pair<RepoGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
Sets the repo curves in the curve group, keyed by repo group and currency.
- repoCurves(Map<Pair<RepoGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the repo curves, keyed by group and currency.
- repoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the
repoCurveSecurityGroupsproperty. - repoCurveSecurityGroups(Map<SecurityId, RepoGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the groups used to find a repo curve by security.
- repoCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a stream of all repo curves in the group.
- RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond
-
Point sensitivity to the repo curve.
- RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for
RepoCurveZeroRateSensitivity. - repoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
-
The meta-property for the
repoGroupproperty. - repoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the
repoGroupproperty. - RepoGroup - Class in com.opengamma.strata.market.curve
-
Group used to identify a related set of repo curves when pricing bonds.
- Report - Interface in com.opengamma.strata.report
-
Represents a business report.
- ReportCalculationResults - Class in com.opengamma.strata.report
-
Stores a set of engine calculation results along with the context required to run reports.
- ReportCalculationResults.Meta - Class in com.opengamma.strata.report
-
The meta-bean for
ReportCalculationResults. - ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format
-
Common base class for formatting reports into ASCII tables or CSV format.
- ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter
-
Creates a new formatter with a set of default format settings.
- reportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the
reportingCurrencyproperty. - reportingCurrency() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the
reportingCurrencyproperty. - reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the reporting currency, used to control currency conversion, optional.
- ReportingCurrency - Class in com.opengamma.strata.calc
-
The reporting currency.
- ReportingCurrency.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for
ReportingCurrency. - ReportingCurrencyType - Enum in com.opengamma.strata.calc
-
The available types of reporting currency.
- ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format
-
Enumerates the report output formats.
- ReportRequirements - Class in com.opengamma.strata.report
-
Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
- ReportRequirements.Meta - Class in com.opengamma.strata.report
-
The meta-bean for
ReportRequirements. - ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report
-
Runs a report for a specific template type.
- ReportTemplate - Interface in com.opengamma.strata.report
-
Marker interface for report templates.
- ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report
-
Loads a report template from an ini-based file format.
- requiredMeasures() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
- requiredMeasures() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Returns the measures required by this function to calculate its measure.
- requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Determines the market data that is required by the node.
- requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- requirements(CurrencyPair...) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Creates market data requirements for the specified currency pairs.
- requirements(Currency, Index...) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Creates market data requirements for the specified currency and indices.
- requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Creates market data requirements for the specified indices.
- requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Creates market data requirements for the specified indices.
- requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Creates market data requirements for the specified indices.
- requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Returns requirements specifying the market data the function needs to perform its calculations.
- requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the market data that is required to perform the calculations.
- requirements(StandardId, Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Creates market data requirements for the specified standard ID and currency.
- requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
- requirements(CurveId, MarketDataConfig) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
- requirements(RatesCurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
- requirements(RatesCurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
- requirements(FxOptionVolatilitiesId, MarketDataConfig) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
- requirements(IborCapFloorTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
- requirements(CmsTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
- requirements(CdsIndexTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
- requirements(CdsTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
- requirements(TermDepositTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
- requirements(FraTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
- requirements(FxNdfTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
- requirements(FxSingleTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
- requirements(FxSwapTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
- requirements(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
- requirements(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
- requirements(GenericSecurityPosition, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
- requirements(GenericSecurityTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
- requirements(LegalEntityId, Currency) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Creates market data requirements for the specified issuer.
- requirements(BulletPaymentTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
- requirements(SecurityId...) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Creates market data requirements for the specified security IDs.
- requirements(SecurityId, LegalEntityId, Currency) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Creates market data requirements for the specified security and issuer.
- requirements(SecurityPosition, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
- requirements(SecurityTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
- requirements(SwapTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
- requirements(SwaptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
- requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
- requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
- requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
-
Returns requirements representing the data needed to build the item of market data identified by the ID.
- requirements(Set<Currency>) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Creates market data requirements for the specified currencies.
- requirements(Set<Currency>, Set<? extends Index>) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Creates market data requirements for the specified currencies and indices.
- requirements(Set<CurrencyPair>) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Creates market data requirements for the specified currency pairs.
- requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Creates market data requirements for the specified indices.
- requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Creates market data requirements for the specified indices.
- requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Creates market data requirements for the specified indices.
- requirements(Set<SecurityId>) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Creates market data requirements for the specified security IDs.
- requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner
-
Gets a description of the requirements to run a report for the given template.
- requirements(T, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
- requirements(T, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Returns requirements for the market data required by this function to calculate its measure.
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Determines the market data required by this function to perform its calculations.
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
- requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
- RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of reset periods.
- resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
The meta-property for the
resetFrequencyproperty. - resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
Sets the periodic frequency of reset dates.
- resetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
The meta-property for the
resetMethodproperty. - resetMethod(IborRateResetMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
Sets the rate reset method, defaulted to 'Unweighted'.
- resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
resetPeriodsproperty. - resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the reset schedule, used when averaging rates, optional.
- ResetSchedule - Class in com.opengamma.strata.product.swap
-
Defines the schedule of fixing dates relative to the accrual periods.
- ResetSchedule.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
ResetSchedule. - ResetSchedule.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
ResetSchedule. - Resolvable<T> - Interface in com.opengamma.strata.basics
-
An object that can be resolved against reference data.
- ResolvableCalculationTarget - Interface in com.opengamma.strata.basics
-
A calculation target that can be resolved using reference data.
- ResolvableSecurityPosition - Interface in com.opengamma.strata.product
-
A position that has a security identifier that can be resolved using reference data.
- ResolvableSecurityTrade - Interface in com.opengamma.strata.product
-
A trade that has a security identifier that can be resolved using reference data.
- ResolvableTrade<T extends ResolvedTrade> - Interface in com.opengamma.strata.product
-
A trade that can to be resolved using reference data.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Resolves the date on this payment, returning a payment with a fixed date.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Resolves this adjustment using the specified reference data, returning an adjuster.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Resolves this adjustment using the specified reference data, returning an adjuster.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Resolves this identifier to a holiday calendar using the specified reference data.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Resolves this adjustment using the specified reference data, returning an adjuster.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Resolves this adjustment using the specified reference data, returning an adjuster.
- resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Resolves this index using the specified reference data, returning a function.
- resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Resolves this index using the specified reference data, returning a function.
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
- resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
- resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.Resolvable
-
Resolves this object using the specified reference data.
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.Bill
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillPosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuture
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOption
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.Cms
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsLeg
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.Cds
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndex
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDeposit
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.Dsf
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfPosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.Fra
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.FraTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdf
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingle
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwap
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuture
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOption
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuturePosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuture
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPayment
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- resolve(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableTrade
-
Resolves this trade using the specified reference data.
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Converts this swap leg to the equivalent
ResolvedSwapLeg. - resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Converts this swap leg to the equivalent
ResolvedSwapLeg. - resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Converts this swap leg to the equivalent
ResolvedSwapLeg. - resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.Swap
- resolve(ReferenceData) - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Resolves this swap leg using the specified reference data.
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.SwapTrade
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption
- resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- RESOLVED_TARGET - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the resolved form of the calculation target.
- ResolvedBill - Class in com.opengamma.strata.product.bond
-
A bill, resolved for pricing.
- ResolvedBill.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedBill. - ResolvedBill.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedBill. - ResolvedBillTrade - Class in com.opengamma.strata.product.bond
-
A trade in a bill, resolved for pricing.
- ResolvedBillTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedBillTrade. - ResolvedBillTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedBillTrade. - ResolvedBondFuture - Class in com.opengamma.strata.product.bond
-
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
- ResolvedBondFuture.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedBondFuture. - ResolvedBondFuture.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedBondFuture. - ResolvedBondFutureOption - Class in com.opengamma.strata.product.bond
-
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
- ResolvedBondFutureOption.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedBondFutureOption. - ResolvedBondFutureOption.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedBondFutureOption. - ResolvedBondFutureOptionTrade - Class in com.opengamma.strata.product.bond
-
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
- ResolvedBondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedBondFutureOptionTrade. - ResolvedBondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedBondFutureOptionTrade. - ResolvedBondFutureTrade - Class in com.opengamma.strata.product.bond
-
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
- ResolvedBondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedBondFutureTrade. - ResolvedBondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedBondFutureTrade. - ResolvedBulletPayment - Class in com.opengamma.strata.product.payment
-
A bullet payment, resolved for pricing.
- ResolvedBulletPayment.Builder - Class in com.opengamma.strata.product.payment
-
The bean-builder for
ResolvedBulletPayment. - ResolvedBulletPayment.Meta - Class in com.opengamma.strata.product.payment
-
The meta-bean for
ResolvedBulletPayment. - ResolvedBulletPaymentTrade - Class in com.opengamma.strata.product.payment
-
A bullet payment trade, resolved for pricing.
- ResolvedBulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
-
The bean-builder for
ResolvedBulletPaymentTrade. - ResolvedBulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
-
The meta-bean for
ResolvedBulletPaymentTrade. - ResolvedCapitalIndexedBond - Class in com.opengamma.strata.product.bond
-
A capital indexed bond.
- ResolvedCapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedCapitalIndexedBond. - ResolvedCapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedCapitalIndexedBond. - ResolvedCapitalIndexedBondSettlement - Class in com.opengamma.strata.product.bond
-
The settlement details of a capital indexed bond trade.
- ResolvedCapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
-
A trade in a capital indexed bond, resolved for pricing.
- ResolvedCapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedCapitalIndexedBondTrade. - ResolvedCapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedCapitalIndexedBondTrade. - ResolvedCds - Class in com.opengamma.strata.product.credit
-
A single-name credit default swap (CDS), resolved for pricing.
- ResolvedCds.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
ResolvedCds. - ResolvedCds.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
ResolvedCds. - ResolvedCdsIndex - Class in com.opengamma.strata.product.credit
-
A CDS (portfolio) index, resolved for pricing.
- ResolvedCdsIndex.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
ResolvedCdsIndex. - ResolvedCdsIndex.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
ResolvedCdsIndex. - ResolvedCdsIndexTrade - Class in com.opengamma.strata.product.credit
-
A trade in a CDS index, resolved for pricing.
- ResolvedCdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
ResolvedCdsIndexTrade. - ResolvedCdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
ResolvedCdsIndexTrade. - ResolvedCdsTrade - Class in com.opengamma.strata.product.credit
-
A trade in a single-name credit default swap (CDS), resolved for pricing.
- ResolvedCdsTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for
ResolvedCdsTrade. - ResolvedCdsTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for
ResolvedCdsTrade. - ResolvedCms - Class in com.opengamma.strata.product.cms
-
A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
- ResolvedCms.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
ResolvedCms. - ResolvedCmsLeg - Class in com.opengamma.strata.product.cms
-
A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
- ResolvedCmsLeg.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for
ResolvedCmsLeg. - ResolvedCmsLeg.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
ResolvedCmsLeg. - ResolvedCmsTrade - Class in com.opengamma.strata.product.cms
-
A trade in a constant maturity swap (CMS), resolved for pricing.
- ResolvedCmsTrade.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for
ResolvedCmsTrade. - ResolvedCmsTrade.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for
ResolvedCmsTrade. - ResolvedDsf - Class in com.opengamma.strata.product.dsf
-
A Deliverable Swap Future, resolved for pricing.
- ResolvedDsf.Builder - Class in com.opengamma.strata.product.dsf
-
The bean-builder for
ResolvedDsf. - ResolvedDsf.Meta - Class in com.opengamma.strata.product.dsf
-
The meta-bean for
ResolvedDsf. - ResolvedDsfTrade - Class in com.opengamma.strata.product.dsf
-
A trade in a Deliverable Swap Future, resolved for pricing.
- ResolvedDsfTrade.Builder - Class in com.opengamma.strata.product.dsf
-
The bean-builder for
ResolvedDsfTrade. - ResolvedDsfTrade.Meta - Class in com.opengamma.strata.product.dsf
-
The meta-bean for
ResolvedDsfTrade. - ResolvedFixedCouponBond - Class in com.opengamma.strata.product.bond
-
A fixed coupon bond, resolved for pricing.
- ResolvedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedFixedCouponBond. - ResolvedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedFixedCouponBond. - ResolvedFixedCouponBondSettlement - Class in com.opengamma.strata.product.bond
-
The settlement details of a fixed coupon bond trade.
- ResolvedFixedCouponBondTrade - Class in com.opengamma.strata.product.bond
-
A trade in a fixed coupon bond, resolved for pricing.
- ResolvedFixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for
ResolvedFixedCouponBondTrade. - ResolvedFixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for
ResolvedFixedCouponBondTrade. - ResolvedFra - Class in com.opengamma.strata.product.fra
-
A forward rate agreement (FRA), resolved for pricing.
- ResolvedFra.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for
ResolvedFra. - ResolvedFra.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for
ResolvedFra. - ResolvedFraTrade - Class in com.opengamma.strata.product.fra
-
A trade in a forward rate agreement (FRA), resolved for pricing.
- ResolvedFraTrade.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for
ResolvedFraTrade. - ResolvedFraTrade.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for
ResolvedFraTrade. - ResolvedFxNdf - Class in com.opengamma.strata.product.fx
-
A Non-Deliverable Forward (NDF), resolved for pricing.
- ResolvedFxNdf.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
ResolvedFxNdf. - ResolvedFxNdf.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
ResolvedFxNdf. - ResolvedFxNdfTrade - Class in com.opengamma.strata.product.fx
-
A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
- ResolvedFxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
ResolvedFxNdfTrade. - ResolvedFxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
ResolvedFxNdfTrade. - ResolvedFxSingle - Class in com.opengamma.strata.product.fx
-
A single FX transaction, resolved for pricing.
- ResolvedFxSingle.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
ResolvedFxSingle. - ResolvedFxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
-
Resolved FX (European) single barrier option.
- ResolvedFxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
ResolvedFxSingleBarrierOption. - ResolvedFxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
-
A trade in an FX single barrier option, resolved for pricing.
- ResolvedFxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
ResolvedFxSingleBarrierOptionTrade. - ResolvedFxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
ResolvedFxSingleBarrierOptionTrade. - ResolvedFxSingleTrade - Class in com.opengamma.strata.product.fx
-
A trade in a single FX transaction, resolved for pricing.
- ResolvedFxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
ResolvedFxSingleTrade. - ResolvedFxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
ResolvedFxSingleTrade. - ResolvedFxSwap - Class in com.opengamma.strata.product.fx
-
An FX Swap, resolved for pricing.
- ResolvedFxSwap.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
ResolvedFxSwap. - ResolvedFxSwapTrade - Class in com.opengamma.strata.product.fx
-
A trade in an FX swap, resolved for pricing.
- ResolvedFxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for
ResolvedFxSwapTrade. - ResolvedFxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for
ResolvedFxSwapTrade. - ResolvedFxVanillaOption - Class in com.opengamma.strata.product.fxopt
-
A vanilla FX option, resolved for pricing.
- ResolvedFxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
ResolvedFxVanillaOption. - ResolvedFxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
ResolvedFxVanillaOption. - ResolvedFxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
-
A trade in a vanilla FX option, resolved for pricing.
- ResolvedFxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for
ResolvedFxVanillaOptionTrade. - ResolvedFxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for
ResolvedFxVanillaOptionTrade. - ResolvedIborCapFloor - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor, resolved for pricing.
- ResolvedIborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
ResolvedIborCapFloor. - ResolvedIborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.
- ResolvedIborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for
ResolvedIborCapFloorLeg. - ResolvedIborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
ResolvedIborCapFloorLeg. - ResolvedIborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
-
A trade in an Ibor cap/floor, resolved for pricing.
- ResolvedIborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for
ResolvedIborCapFloorTrade. - ResolvedIborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for
ResolvedIborCapFloorTrade. - ResolvedIborFixingDeposit - Class in com.opengamma.strata.product.deposit
-
An Ibor fixing deposit, resolved for pricing.
- ResolvedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
ResolvedIborFixingDeposit. - ResolvedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
ResolvedIborFixingDeposit. - ResolvedIborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in an Ibor fixing deposit, resolved for pricing.
- ResolvedIborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
ResolvedIborFixingDepositTrade. - ResolvedIborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
ResolvedIborFixingDepositTrade. - ResolvedIborFuture - Class in com.opengamma.strata.product.index
-
A futures contract based on an Ibor index, resolved for pricing.
- ResolvedIborFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
ResolvedIborFuture. - ResolvedIborFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
ResolvedIborFuture. - ResolvedIborFutureOption - Class in com.opengamma.strata.product.index
-
A futures option contract based on an Ibor index, resolved for pricing.
- ResolvedIborFutureOption.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
ResolvedIborFutureOption. - ResolvedIborFutureOption.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
ResolvedIborFutureOption. - ResolvedIborFutureOptionTrade - Class in com.opengamma.strata.product.index
-
A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
- ResolvedIborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
ResolvedIborFutureOptionTrade. - ResolvedIborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
ResolvedIborFutureOptionTrade. - ResolvedIborFutureTrade - Class in com.opengamma.strata.product.index
-
A trade in a futures contract based on an Ibor index, resolved for pricing.
- ResolvedIborFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
ResolvedIborFutureTrade. - ResolvedIborFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
ResolvedIborFutureTrade. - ResolvedOvernightFuture - Class in com.opengamma.strata.product.index
-
A futures contract based on an Overnight index, resolved for pricing.
- ResolvedOvernightFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
ResolvedOvernightFuture. - ResolvedOvernightFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
ResolvedOvernightFuture. - ResolvedOvernightFutureTrade - Class in com.opengamma.strata.product.index
-
A trade in a futures contract based on an Overnight index, resolved for pricing.
- ResolvedOvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for
ResolvedOvernightFutureTrade. - ResolvedOvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for
ResolvedOvernightFutureTrade. - ResolvedProduct - Interface in com.opengamma.strata.product
-
A product that has been resolved for pricing.
- ResolvedSwap - Class in com.opengamma.strata.product.swap
-
A rate swap, resolved for pricing.
- ResolvedSwap.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
ResolvedSwap. - ResolvedSwap.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
ResolvedSwap. - ResolvedSwapLeg - Class in com.opengamma.strata.product.swap
-
A resolved swap leg, with dates calculated ready for pricing.
- ResolvedSwapLeg.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
ResolvedSwapLeg. - ResolvedSwapLeg.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
ResolvedSwapLeg. - ResolvedSwaption - Class in com.opengamma.strata.product.swaption
-
A swaption, resolved for pricing.
- ResolvedSwaption.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for
ResolvedSwaption. - ResolvedSwaption.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for
ResolvedSwaption. - ResolvedSwaptionTrade - Class in com.opengamma.strata.product.swaption
-
A trade in a swaption, resolved for pricing.
- ResolvedSwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for
ResolvedSwaptionTrade. - ResolvedSwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for
ResolvedSwaptionTrade. - ResolvedSwapTrade - Class in com.opengamma.strata.product.swap
-
A trade in a rate swap, resolved for pricing.
- ResolvedSwapTrade.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
ResolvedSwapTrade. - ResolvedSwapTrade.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
ResolvedSwapTrade. - ResolvedTermDeposit - Class in com.opengamma.strata.product.deposit
-
A term deposit, resolved for pricing.
- ResolvedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
ResolvedTermDeposit. - ResolvedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
ResolvedTermDeposit. - ResolvedTermDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in a term deposit, resolved for pricing.
- ResolvedTermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
ResolvedTermDepositTrade. - ResolvedTermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
ResolvedTermDepositTrade. - resolvedTrade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Creates a resolved trade representing the instrument at the node.
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- ResolvedTrade - Interface in com.opengamma.strata.product
-
A trade that has been resolved for pricing.
- ResolvedTradeParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a resolved trade and label.
- ResolvedTradeParameterMetadata.Builder - Class in com.opengamma.strata.market.param
-
The bean-builder for
ResolvedTradeParameterMetadata. - ResolvedTradeParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
ResolvedTradeParameterMetadata. - resolvedTrades(MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Creates a list of trades representing the instrument at each node.
- resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.basics.ResolvableCalculationTarget
-
Resolves this target, returning the resolved instance.
- resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
-
Resolves the security identifier using the specified reference data.
- resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
-
Resolves the security identifier using the specified reference data.
- resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.SecurityPosition
- resolveValues(Schedule) - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Resolves the value and adjustments against a specific schedule.
- RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig
-
The system property defining the comma separated list of groups.
- ResourceConfig - Class in com.opengamma.strata.collect.io
-
Provides access to configuration files.
- ResourceLocator - Class in com.opengamma.strata.collect.io
-
A locator for a resource, specified as a file, URL, path or classpath resource.
- result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
Returns the aggregate result of the calculations, blocking until it is available.
- Result<T> - Class in com.opengamma.strata.collect.result
-
The result of an operation, either success or failure.
- Result.Meta<T> - Class in com.opengamma.strata.collect.result
-
The meta-bean for
Result. - resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
- resultReceived(CalculationTarget, CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
Invoked when a calculation completes.
- resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.ResultsListener
- Results - Class in com.opengamma.strata.calc
-
Calculation results of performing calculations for a set of targets and columns.
- Results.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for
Results. - ResultsListener - Class in com.opengamma.strata.calc.runner
-
Calculation listener that receives the results of individual calculations and builds a set of
Results. - ResultsListener() - Constructor for class com.opengamma.strata.calc.runner.ResultsListener
-
Creates a new instance.
- reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
Looks up the external name given a standard enum instance.
- rho(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the rho parameter for a pair of time to expiry.
- rho(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- rho(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the rho parameter for time to expiry.
- rho(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the rho parameter for a pair of time to expiry and instrument tenor.
- rho(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- rho(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the rho parameter for a pair of time to expiry and instrument tenor.
- RHO - com.opengamma.strata.market.model.SabrParameterType
-
SABR rho.
- rhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
rhoCurveproperty. - rhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
rhoCurveproperty. - rhoCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the rho (correlation) curve.
- rhoCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the rho (correlation) curve.
- RIGHT - com.opengamma.strata.collect.io.AsciiTableAlignment
-
Align right.
- rightExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
-
Right extrapolates the y-value from the specified x-value.
- rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
-
Calculates the first derivative of the right extrapolated y-value at the specified x-value.
- rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
-
Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.
- RISK_REVERSAL - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a risk reversal - 'RiskReversal'.
- riskyAnnuity(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the risky annuity, which is RPV01 per unit notional.
- rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
rollConventionproperty. - rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional convention defining how to roll dates.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the roll convention used when building the schedule.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the roll convention of the bond payments.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the roll convention of the bond payments.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the convention defining how to roll dates, optional with defaulting getter.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the convention defining how to roll dates, optional with defaulting getter.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the convention defining how to roll dates, optional with defaulting getter.
- rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the convention defining how to roll dates, optional with defaulting getter.
- RollConvention - Interface in com.opengamma.strata.basics.schedule
-
A convention defining how to roll dates.
- RollConventions - Class in com.opengamma.strata.basics.schedule
-
Constants and implementations for standard roll conventions.
- RON - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'RON' - Romanian New Leu.
- RootFinderConfig - Class in com.opengamma.strata.measure.curve
-
Configuration for the root finder used when calibrating curves.
- RootFinderConfig.Builder - Class in com.opengamma.strata.measure.curve
-
The bean-builder for
RootFinderConfig. - RootFinderConfig.Meta - Class in com.opengamma.strata.measure.curve
-
The meta-bean for
RootFinderConfig. - round(double) - Method in interface com.opengamma.strata.basics.value.Rounding
-
Rounds the specified value according to the rules of the convention.
- round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding
-
Rounds the specified value according to the rules of the convention.
- rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
roundingproperty. - rounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
-
The meta-property for the
roundingproperty. - rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the definition of how to round the option price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the definition of how to round the option price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the definition of how to round the option price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the definition of how to round the option price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the definition of how to round the option price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the definition of how to round the option price, defaulted to no rounding.
- rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the definition of how to round the futures price, defaulted to no rounding.
- Rounding - Interface in com.opengamma.strata.basics.value
-
A convention defining how to round a number.
- roundMinorUnits(double) - Method in class com.opengamma.strata.basics.currency.Currency
-
Rounds the specified amount according to the minor units.
- roundMinorUnits(BigDecimal) - Method in class com.opengamma.strata.basics.currency.Currency
-
Rounds the specified amount according to the minor units.
- row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the row at the specified index.
- row(int) - Method in class com.opengamma.strata.collect.io.CsvFile
-
Gets a single row.
- rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the row at the specified index as an independent array.
- rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the number of rows of this matrix.
- rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Gets the number of data rows.
- rows() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Gets all data rows in the file.
- rpv01(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the risky PV01 of the CDS index product.
- rpv01(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the risky PV01 of the CDS product.
- rpv01OnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the risky PV01 of the underlying product.
- rpv01OnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the risky PV01 of the underlying product.
- RU - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'RU' = Russia.
- RUB - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'RUB' - Russian Ruble.
- run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable
-
Performs an action.
- runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the
runInstantproperty. - runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the
runInstantproperty. - runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the instant at which the report was run.
- runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the instant at which the report was run.
- runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
Runnableinterface. - runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
- runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
- runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner
-
Runs a report from a set of calculation results.
S
- SA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SA' - Saudi Arabia.
- SABR_ALPHA - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR alpha parameter - 'SabrAlpha'.
- SABR_BETA - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR beta parameter - 'SabrBeta'.
- SABR_NU - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR nu parameter - 'SabrNu'.
- SABR_RHO - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR rho parameter - 'SabrRho'.
- SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Creates an instance.
- SabrExtrapolationReplicationCmsPeriodPricer - Class in com.opengamma.strata.pricer.cms
-
Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS products by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Creates an instance using the default pay leg pricer.
- SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Creates an instance.
- SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Creates an instance using the default payment pricer.
- SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Creates an instance.
- SabrIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor legs in SABR model.
- SabrIborCapFloorLegPricer(SabrIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Creates an instance.
- SabrIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor products in SABR model.
- SabrIborCapFloorProductPricer(SabrIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Creates an instance.
- SabrIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor trades in SABR model.
- SabrIborCapFloorTradePricer(SabrIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Creates an instance.
- SabrIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for caplet/floorlet in SABR model.
- SabrIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
- SabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in SABR model.
- SabrIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for
SabrIborCapletFloorletVolatilityBootstrapDefinition. - SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
SabrIborCapletFloorletVolatilityBootstrapDefinition. - SabrIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities based on SABR model.
- SabrIborCapletFloorletVolatilityCalibrationDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for
SabrIborCapletFloorletVolatilityCalibrationDefinition. - SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
SabrIborCapletFloorletVolatilityCalibrationDefinition. - SabrIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities based on SABR model.
- SabrInterestRateParameters - Class in com.opengamma.strata.pricer.model
-
The volatility surface description under SABR model.
- sabrParameterByExpiry(CurveName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates metadata for a curve providing a SABR parameter.
- sabrParameterByExpiry(CurveName, DayCount, ValueType, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates metadata for a curve providing a SABR parameter.
- sabrParameterByExpiry(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates metadata for a curve providing a SABR parameter.
- sabrParameterByExpiryTenor(SurfaceName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing a SABR expiry-tenor parameter.
- sabrParameterByExpiryTenor(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing a SABR expiry-tenor parameter.
- SabrParameters - Class in com.opengamma.strata.pricer.model
-
The volatility surface description under SABR model.
- SabrParametersIborCapletFloorletVolatilities - Class in com.opengamma.strata.pricer.capfloor
-
Volatility environment for Ibor caplet/floorlet in the SABR model.
- SabrParametersIborCapletFloorletVolatilities.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for
SabrParametersIborCapletFloorletVolatilities. - SabrParametersIborCapletFloorletVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
SabrParametersIborCapletFloorletVolatilities. - SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility environment for swaptions in the SABR model.
- SabrParametersSwaptionVolatilities.Builder - Class in com.opengamma.strata.pricer.swaption
-
The bean-builder for
SabrParametersSwaptionVolatilities. - SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SabrParametersSwaptionVolatilities. - SabrParameterType - Enum in com.opengamma.strata.market.model
-
The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.
- SabrSwaptionCalibrator - Class in com.opengamma.strata.pricer.swaption
-
Swaption SABR calibrator.
- SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with par yield curve method of cash settlement in SABR model.
- SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Creates an instance.
- SabrSwaptionDefinition - Class in com.opengamma.strata.pricer.swaption
-
Definition of standard inputs to SABR swaption calibration.
- SabrSwaptionDefinition.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SabrSwaptionDefinition. - SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in SABR model on the swap rate.
- SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Creates an instance.
- SabrSwaptionRawDataSensitivityCalculator - Class in com.opengamma.strata.pricer.swaption
-
Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.
- SabrSwaptionRawDataSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
- SabrSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption trade in the SABR model on the swap rate.
- SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer, SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Creates an instance.
- SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in SABR model.
- sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
sabrVolatilityFormulaproperty. - sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
sabrVolatilityFormulaproperty. - sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the SABR formula.
- sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the SABR formula.
- SabrVolatilityFormula - Interface in com.opengamma.strata.pricer.model
-
Provides volatility and sensitivity in the SABR model.
- safe(Appendable) - Static method in class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, using the system default line separator and using a comma separator.
- safe(Appendable, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line character to be controlled and using a comma separator.
- safe(Appendable, String, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line character to be controlled, specifying the separator.
- SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SAR' - Saudi Riyal.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Saturday/Sunday weekends.
- SCALED - com.opengamma.strata.market.ShiftType
-
A scaled shift where the value is multiplied by the shift.
- scenario(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Returns market data for a single scenario.
- ScenarioArray<T> - Interface in com.opengamma.strata.data.scenario
-
An array of values, one for each scenario.
- scenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
The meta-property for the
scenarioCountproperty. - ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata
-
A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
- ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for
ScenarioDefinition. - ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for
ScenarioDefinition. - ScenarioFxConvertible<R> - Interface in com.opengamma.strata.data.scenario
-
Provides the ability for objects to be automatically currency converted.
- ScenarioFxRateProvider - Interface in com.opengamma.strata.data.scenario
-
A provider of FX rates for scenarios.
- ScenarioMarketData - Interface in com.opengamma.strata.data.scenario
-
Provides access to market data across one or more scenarios.
- ScenarioMarketDataId<T,U extends ScenarioArray<T>> - Interface in com.opengamma.strata.data.scenario
-
Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
- scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
The meta-property for the
scenarioNamesproperty. - scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the
scenarioNamesproperty in the builder from an array of objects. - scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the names of the scenarios.
- ScenarioPerturbation<T> - Interface in com.opengamma.strata.data.scenario
-
A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.
- scenarios() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns a stream of market data, one for each scenario.
- Schedule - Class in com.opengamma.strata.basics.schedule
-
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
- Schedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for
Schedule. - Schedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for
Schedule. - ScheduledSwapLeg - Interface in com.opengamma.strata.product.swap
-
A swap leg that defines dates using a schedule.
- ScheduleException - Exception in com.opengamma.strata.basics.schedule
-
Exception thrown when a schedule cannot be calculated.
- ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance, specifying the definition that caused the problem.
- ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance.
- SchedulePeriod - Class in com.opengamma.strata.basics.schedule
-
A period in a schedule.
- SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for
SchedulePeriod. - SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for
SchedulePeriod. - scheme() - Method in class com.opengamma.strata.basics.StandardId.Meta
-
The meta-property for the
schemeproperty. - SE - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SE' - Sweden.
- seasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
The meta-property for the
seasonalityproperty. - SeasonalityDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of seasonality for a price index curve.
- SeasonalityDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
SeasonalityDefinition. - SeasonalityDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of seasonality definitions into memory by reading from CSV resources.
- seasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
-
The meta-property for the
seasonalityDefinitionsproperty. - seasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
The meta-property for the
seasonalityMonthOnMonthproperty. - second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the
secondproperty. - second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the
secondproperty. - second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the
secondproperty. - second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the
secondproperty. - second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the
secondproperty. - second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the
secondproperty. - second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the
secondproperty. - section(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Gets a single section of this INI file.
- sections() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns the set of sections of this INI file.
- SecuritizedProduct - Interface in com.opengamma.strata.product
-
The product details of a financial instrument that is traded as a security.
- SecuritizedProductPortfolioItem<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
-
A trade that is directly based on a securitized product.
- SecuritizedProductPosition<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
-
A position that is directly based on a securitized product.
- SecuritizedProductTrade<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
-
A trade that is directly based on a securitized product.
- security() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the
securityproperty. - security() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the
securityproperty. - security() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the
securityproperty. - security() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the
securityproperty. - security() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the
securityproperty. - security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the
securityproperty. - security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the underlying security.
- security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the security that was traded.
- security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the underlying security.
- security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the security that was traded.
- security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the underlying security.
- security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the security that was traded.
- Security - Interface in com.opengamma.strata.product
-
A security that can be traded.
- SECURITY - com.opengamma.strata.report.framework.expression.ValueRootType
-
Refers to the security on the trade.
- SECURITY - Static variable in class com.opengamma.strata.product.ProductType
-
A
Security, used where the kind of security is not known. - SECURITY_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the security ID.
- SECURITY_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the security ID scheme/symbology.
- securityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the
securityIdproperty. - securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the
securityIdproperty. - securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
-
Sets the security identifier.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the identifier of the underlying security.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the identifier of the security that was traded.
- SecurityId - Class in com.opengamma.strata.product
-
An identifier for a security.
- SecurityInfo - Class in com.opengamma.strata.product
-
Information about a security.
- SecurityInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
SecurityInfo. - SecurityInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create
SecurityInfo. - SecurityPosition - Class in com.opengamma.strata.product
-
A position in a security, where the security is referenced by identifier.
- SecurityPosition.Builder - Class in com.opengamma.strata.product
-
The bean-builder for
SecurityPosition. - SecurityPosition.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
SecurityPosition. - SecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single
SecurityPositionfor each of a set of scenarios. - SecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
-
Creates an instance.
- SecurityPriceInfo - Class in com.opengamma.strata.product
-
Defines the meaning of the security price.
- SecurityPriceInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
SecurityPriceInfo. - SecurityQuantity - Interface in com.opengamma.strata.product
-
A quantity of a security.
- SecurityQuantityTrade - Interface in com.opengamma.strata.product
-
A trade that is based on security, quantity and price.
- SecurityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a security to produce another object.
- SecurityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
- SecurityTrade - Class in com.opengamma.strata.product
-
A trade representing the purchase or sale of a security, where the security is referenced by identifier.
- SecurityTrade.Builder - Class in com.opengamma.strata.product
-
The bean-builder for
SecurityTrade. - SecurityTrade.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
SecurityTrade. - SecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single
SecurityTradefor each of a set of scenarios. - SecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
-
Creates an instance.
- SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SEK' - Swedish Krona.
- SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for SEK-SIOR Overnight index.
- SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SIOR index for SEK.
- SEK_STIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for SEK-STIBOR.
- SEK_STIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month STIBOR index.
- SEK_STIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week STIBOR index.
- SEK_STIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month STIBOR index.
- SEK_STIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month STIBOR index.
- SEK_STIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month STIBOR index.
- selectParties(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Given a map of all parties in the FpML document, extract those that represent "our" side of the trade.
- SELL - com.opengamma.strata.product.common.BuySell
-
Sell.
- sensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
-
The meta-property for the
sensitivitiesproperty. - sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
-
The meta-property for the
sensitivitiesproperty. - sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Converts this instance to a stream of sensitivity, keyed by the parameter metadata.
- sensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
-
The meta-property for the
sensitivitiesproperty. - sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
The meta-property for the
sensitivitiesproperty. - sensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
The meta-property for the
sensitivitiesproperty. - sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
-
Calculates the parameter sensitivities that relate to the value.
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
- SENSITIVITIES - com.opengamma.strata.product.PortfolioItemType
-
Risk expressed as sensitivities.
- SENSITIVITIES - Static variable in class com.opengamma.strata.product.ProductType
-
A representation based on sensitivities.
- sensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the
sensitivityproperty. - sensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
-
Sets the parameter sensitivity values.
- sensitivity(CurrencyParameterSensitivities, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
Calculates the market quote sensitivities from parameter sensitivity.
- sensitivity(CurrencyParameterSensitivities, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
Calculates the market quote sensitivities from parameter sensitivity.
- sensitivity(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
Calculates the market quote sensitivities from parameter sensitivity.
- sensitivity(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
- sensitivity(CreditRatesProvider, Function<ImmutableCreditRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a
CreditRatesProviderto a double by finite difference. - sensitivity(RatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
- SensitivityCsvInfoResolver - Interface in com.opengamma.strata.loader.csv
-
Resolves additional information when parsing sensitivity CSV files.
- SensitivityCsvInfoSupplier - Interface in com.opengamma.strata.loader.csv
-
Resolves additional information when writing sensitivity CSV files.
- SensitivityCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads sensitivities from CSV files.
- SensitivityCsvWriter - Class in com.opengamma.strata.loader.csv
-
Writes sensitivities to a CSV file.
- sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the
sensitivityFunctionproperty. - sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
sensitivityFunctionproperty. - sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the parameter sensitivity function.
- sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the parameter sensitivity function.
- sensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the
sensitivityTypeproperty. - sensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the
sensitivityTypeproperty. - sequential() - Method in class com.opengamma.strata.collect.MapStream
- SEST - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.
- set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
- set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
- set(String, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
- set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
- set(String, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
- set(String, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
- set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
- set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
- set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
- set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
- settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Obtains the format settings for a given type.
- SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
The report type property name, in the settings section.
- SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
The settings section name.
- settlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
-
The meta-property for the
settlementproperty. - settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the
settlementproperty. - settlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the
settlementproperty. - settlement(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
-
Sets the settlement details of the bill trade.
- settlement(ResolvedCapitalIndexedBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the settlement details of the bond trade.
- settlement(ResolvedFixedCouponBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the settlement details of the bond trade.
- SETTLEMENT_BY_CODE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
Lookup settlement by code.
- SETTLEMENT_PRICE - Static variable in class com.opengamma.strata.data.FieldName
-
The field name for the settlement price - 'SettlementPrice'.
- SETTLEMENT_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the settlement type.
- settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the
settlementCurrencyNotionalproperty. - settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the
settlementCurrencyNotionalproperty. - settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
- settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
- settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
The meta-property for the
settlementDateproperty. - settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
settlementDateproperty. - settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the settlement date, optional.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
settlementDateOffsetproperty. - settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.Bill.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the number of days between valuation date and settlement date.
- SettlementType - Enum in com.opengamma.strata.product.common
-
Flag indicating how a financial instrument is to be settled.
- SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'SFE' roll convention which adjusts the date to the second Friday.
- SG - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SG' - Singapore.
- SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SGD' - Singapore Dollar.
- SGX - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Singapore Exchange.
- shift(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the shift parameter for the specified time to expiry.
- shift(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- shift(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the shift parameter for time to expiry.
- shift(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the shift parameter for a pair of time to expiry and instrument tenor.
- shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the shift parameter for the specified time to expiry and instrument tenor.
- shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Shifts the date by the specified number of business days.
- shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
- SHIFT - com.opengamma.strata.market.model.SabrParameterType
-
SABR shift.
- shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
The meta-property for the
shiftAmountproperty. - shiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
The meta-property for the
shiftAmountproperty. - shiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
The meta-property for the
shiftAmountproperty. - shiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
The meta-property for the
shiftAmountsproperty. - shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the
shiftCurveproperty. - shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
shiftCurveproperty. - shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the
shiftCurveproperty. - shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
shiftCurveproperty. - shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the
shiftCurveproperty. - shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the shift parameter of shifted Black model.
- shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the shift curve.
- shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the shift curve.
- ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in the shifted log-normal or shifted Black model based on a surface.
- ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities. - shifts() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
The meta-property for the
shiftsproperty. - shiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
The meta-property for the
shiftTypeproperty. - shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
The meta-property for the
shiftTypeproperty. - shiftType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
The meta-property for the
shiftTypeproperty. - shiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
The meta-property for the
shiftTypeproperty. - shiftType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
The meta-property for the
shiftTypeproperty. - ShiftType - Enum in com.opengamma.strata.market
-
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
- SHORT - com.opengamma.strata.product.common.LongShort
-
Short.
- SHORT_FINAL - com.opengamma.strata.basics.schedule.StubConvention
-
A short final stub.
- SHORT_INITIAL - com.opengamma.strata.basics.schedule.StubConvention
-
A short initial stub.
- SHORT_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the short quantity.
- shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
The meta-property for the
shortObservationproperty. - shortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the
shortQuantityproperty. - shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
-
Sets the short quantity of the security.
- shortQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the quantity that was traded.
- sign() - Method in enum com.opengamma.strata.product.common.LongShort
-
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
- SIMPLE_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is simple-moneyness, i.e.
- SimpleConstantContinuousBarrier - Class in com.opengamma.strata.product.option
-
Continuous barrier with constant barrier level.
- SimpleConstantContinuousBarrier.Meta - Class in com.opengamma.strata.product.option
-
The meta-bean for
SimpleConstantContinuousBarrier. - SimpleCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
Simple credit curve calibrator.
- SimpleCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
-
Constructors a credit curve calibrator with the accrual-on-default formula specified.
- SimpleCurveParameterMetadata - Class in com.opengamma.strata.market.curve
-
Simple parameter metadata containing the x value and type.
- SimpleCurveParameterMetadata.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
SimpleCurveParameterMetadata. - SimpleDiscountFactors - Class in com.opengamma.strata.pricer
-
Provides access to discount factors for a currency based on a discount factor curve.
- SimpleDiscountFactors.Meta - Class in com.opengamma.strata.pricer
-
The meta-bean for
SimpleDiscountFactors. - SimpleIborIndexRates - Class in com.opengamma.strata.pricer.rate
-
An Ibor index curve providing rates directly from a forward rates curve.
- SimpleIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
SimpleIborIndexRates. - SimpleLegalEntity - Class in com.opengamma.strata.product
-
A simple legal entity implementation.
- simpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
The meta-property for the
simpleMoneynessproperty. - SimplePriceIndexValues - Class in com.opengamma.strata.pricer.rate
-
Provides values for a Price index from a forward curve.
- SimplePriceIndexValues.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for
SimplePriceIndexValues. - SimpleStrike - Class in com.opengamma.strata.market.option
-
A simple strike value.
- SimpleStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for
SimpleStrike. - SimpleSurfaceParameterMetadata - Class in com.opengamma.strata.market.surface
-
Simple parameter metadata containing the x and y values and type.
- SimpleSurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for
SimpleSurfaceParameterMetadata. - singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Computes the parameter sensitivity for a specific credit curve.
- singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- SingleCurrencySwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for swap trades.
- singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Computes the parameter sensitivity for a specific discount curve.
- singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- size() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the size of the array.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the number of stored amounts.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
The meta-property for the
sizeproperty. - size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the size of the array.
- size() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the number of periods in the schedule.
- size() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the size of this array.
- size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the size of this matrix.
- size() - Method in class com.opengamma.strata.collect.array.IntArray
-
Gets the size of this array.
- size() - Method in class com.opengamma.strata.collect.array.LongArray
-
Gets the size of this array.
- size() - Method in interface com.opengamma.strata.collect.array.Matrix
-
Gets the size of the matrix.
- size() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return the size of this time-series.
- size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the number of elements held by this triple.
- size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
-
Gets the number of elements held by this tuple.
- size() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the number of sensitivity entries.
- sizeIfKnown() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Gets the size, which is always known.
- SK - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SK' - Slovakia.
- skip(long) - Method in class com.opengamma.strata.collect.MapStream
- slice(long, long) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- SMART_FINAL - com.opengamma.strata.basics.schedule.StubConvention
-
A smart final stub.
- SMART_INITIAL - com.opengamma.strata.basics.schedule.StubConvention
-
A smart initial stub.
- smile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
The meta-property for the
smileproperty. - smile(SmileDeltaTermStructure) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
Sets the volatility model.
- SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt
-
Combines information about a volatility smile expressed in delta form and its sensitivities.
- smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Calculates the smile at a given time and the sensitivities with respect to the volatility data points.
- SmileDeltaParameters - Class in com.opengamma.strata.pricer.fxopt
-
A delta dependent smile as used in Forex market.
- SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
SmileDeltaParameters. - SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fxopt
-
A term structure of smile as used in Forex market.
- smileForExpiry(double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- smileForExpiry(double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Calculates the smile at a given time.
- solve(double[]) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleArray) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
-
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
- solve(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
-
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
- sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Sorts the mutable list of point sensitivities.
- sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a sorted copy of this array.
- sorted() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns a sorted copy of this array.
- sorted() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns a sorted copy of this array.
- sorted() - Method in class com.opengamma.strata.collect.MapStream
- sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Returns an instance that is sorted.
- sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
- sortedKeys() - Method in class com.opengamma.strata.collect.MapStream
-
Sorts the entries in the stream by comparing the keys using their natural ordering.
- sortedKeys(Comparator<? super K>) - Method in class com.opengamma.strata.collect.MapStream
-
Sorts the entries in the stream by comparing the keys using the supplied comparator.
- sortedValues() - Method in class com.opengamma.strata.collect.MapStream
-
Sorts the entries in the stream by comparing the values using their natural ordering.
- sortedValues(Comparator<? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Sorts the entries in the stream by comparing the values using the supplied comparator.
- sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Sorts the two arrays, retaining the associated values with the sorted keys.
- sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Sorts the two arrays, retaining the associated values with the sorted keys.
- SPECIFIC - com.opengamma.strata.calc.ReportingCurrencyType
-
The specific reporting currency.
- specification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
-
The meta-property for the
specificationproperty. - split() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- split() - Method in class com.opengamma.strata.market.curve.CombinedCurve
- split() - Method in interface com.opengamma.strata.market.curve.Curve
-
Obtains a list of underlying curves.
- split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Splits this sensitivity instance.
- split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Splits this sensitivity instance.
- split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Splits this sensitivity instance.
- split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Splits this sensitivity instance.
- spliterator() - Method in class com.opengamma.strata.collect.MapStream
- splittingBySize(int) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable list of immutable lists of size equal to or less than size.
- splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Splits the array according to the curve order.
- spotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the
spotDateOffsetproperty. - spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the offset of the start date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the offset of the start date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the offset of the spot value date from the valuation date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spread() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
The meta-property for the
spreadproperty. - spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the
spreadproperty. - spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the
spreadproperty. - spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
spreadproperty. - spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the spread rate, defaulted to 0.
- spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
- spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the spread rate, optional.
- SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The spread, added to the forward rate.
- SPREAD_EXCLUSIVE - com.opengamma.strata.product.swap.CompoundingMethod
-
Spread exclusive compounding applies.
- spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
The meta-property for the
spreadCurveproperty. - spreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
-
The meta-property for the
spreadCurveproperty. - spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the
spreadFloatingLegproperty. - spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the floating leg to which the spread leg is added.
- spreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
spreadIdproperty. - spreadId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the identifier of the market data value which provides the spread.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the
spreadLegproperty. - spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the
spreadLegproperty. - spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the
spreadLegproperty. - spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the fixed leg for the spread.
- spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that has the spread applied.
- spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that has the spread applied.
- SpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
-
The spread sensitivity calculator.
- SpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Constructor with accrual-on-default formula.
- SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Square linear interpolator.
- stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the
stackTraceproperty. - standard() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance of standard reference data.
- standard() - Static method in class com.opengamma.strata.data.FxMatrixId
-
Obtains an instance representing an FX matrix.
- standard() - Static method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoSupplier
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvWriter
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoSupplier
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.TradeCsvWriter
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
-
Returns the standard parser plugin that parses the trade date and the first identifier of "our" party.
- standard() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Returns standard root finder configuration, using the
DEFAULTconstants from this class. - standard() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
-
Obtains the standard instance.
- standard() - Static method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
Obtains the standard calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Obtains the standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
-
Obtains the standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
-
Obtains the standard calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
-
The standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
-
The standard synthetic curve calibrator.
- standard() - Static method in interface com.opengamma.strata.pricer.rate.RateComputationFn
-
Returns the standard instance of the function.
- standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Returns the standard instance of the function.
- standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Returns the standard instance of the function.
- standard(Appendable) - Static method in class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, using the system default line separator and using a comma separator.
- standard(Appendable, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line character to be controlled and using a comma separator.
- standard(Appendable, String, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line character to be controlled, specifying the separator.
- STANDARD - Static variable in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Default implementation.
- StandardComponents - Class in com.opengamma.strata.measure
-
Factory methods for creating standard Strata components.
- StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- StandardId - Class in com.opengamma.strata.basics
-
An immutable standard identifier for an item.
- StandardId.Meta - Class in com.opengamma.strata.basics
-
The meta-bean for
StandardId. - START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The accrual start date, adjusted to be a valid business day if necessary.
- startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
The meta-property for the
startDateproperty. - startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
The meta-property for the
startDateproperty. - startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the start date, which is the start of the first schedule period.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the start date of this period, used for financial calculations such as interest accrual.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the start date of the accrual period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the start date of the deposit.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the start date of the deposit.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the start date of the deposit.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the start date of the deposit.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the start date, which is the effective date of the FRA.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the start date, which is the effective date of the FRA.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
-
Sets the first date of the rate calculation period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
-
Sets the first date of the rate calculation period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
-
Sets the start date of the accrual period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the start date of the accrual period.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
startDateBusinessDayAdjustmentproperty. - startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
startDateBusinessDayAdjustmentproperty. - startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
startDateBusinessDayAdjustmentproperty. - startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
startDateBusinessDayAdjustmentproperty. - startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
startDateBusinessDayAdjustmentproperty. - startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional business day adjustment to apply to the start date.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
The meta-property for the
startIndexValueproperty. - startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
The meta-property for the
startIndexValueproperty. - startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the
startObservationproperty. - startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
The meta-property for the
startObservationproperty. - startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the
startSecondObservationproperty. - startYear() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the
startYearproperty. - stateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
The meta-property for the
stateValueproperty. - STEP_UPPER - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Step upper interpolator.
- stepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the
stepinDateOffsetproperty. - stepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the
stepinDateOffsetproperty. - stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the
stepinDateOffsetproperty. - stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the
stepinDateOffsetproperty. - stepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
stepinDateOffsetproperty. - stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the number of days between valuation date and step-in date.
- steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the
stepsproperty. - steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the
stepsproperty in the builder from an array of objects. - steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps defining the change in the value.
- stepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the
stepSequenceproperty. - stepSequence(ValueStepSequence) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the sequence of steps changing the value.
- STOCK - com.opengamma.strata.product.etd.EtdSettlementType
-
Stock.
- storeNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the
storeNodeTradeproperty. - STRAIGHT - com.opengamma.strata.product.swap.CompoundingMethod
-
Straight compounding applies, which is inclusive of the spread.
- STRANGLE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a strangle - 'Strangle'.
- stream() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a stream of the amounts.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a stream over the currency amounts.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a stream of the amounts.
- stream() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a stream over the array values.
- stream() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns a stream over the array values.
- stream() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns a stream over the array values.
- stream() - Method in class com.opengamma.strata.collect.result.Result
-
Converts this result to a stream.
- stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a stream over the points of this time-series.
- stream() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- stream() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- stream() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
- stream() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Returns a stream over the contents of the box.
- stream() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns a stream of
MultiCurrencyAmountinstances containing the values from this object. - stream() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Returns a stream of the values.
- stream() - Method in interface com.opengamma.strata.market.curve.CurveGroup
-
Returns a stream of all curves in the group.
- stream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a stream of all curves in the group.
- stream() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Returns a stream of all curves in the group.
- stream() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts an iterable to a serial stream.
- stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts an optional to a stream with zero or one elements.
- streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- strike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
strikeproperty. - strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
The meta-property for the
strikeproperty. - strike(double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Calculates the strikes in ascending order.
- strike(Strike) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the strike.
- Strike - Interface in com.opengamma.strata.market.option
-
The strike of an option, describing both type and value.
- STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a simple strike.
- STRIKE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a strike - 'Strike'.
- STRIKE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The strike value.
- strikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
strikeExtrapolatorLeftproperty. - strikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
strikeExtrapolatorLeftproperty. - strikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
strikeExtrapolatorLeftproperty. - strikeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the left extrapolator used in the strike dimension.
- strikeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the left extrapolator used in the strike dimension.
- strikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
strikeExtrapolatorRightproperty. - strikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
strikeExtrapolatorRightproperty. - strikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
strikeExtrapolatorRightproperty. - strikeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the right extrapolator used in the strike dimension.
- strikeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the right extrapolator used in the strike dimension.
- strikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
strikeInterpolatorproperty. - strikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
strikeInterpolatorproperty. - strikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
strikeInterpolatorproperty. - strikeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the interpolator used in the strike dimension.
- strikeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the interpolator used in the strike dimension.
- strikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
strikePriceproperty. - strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the strike price, in decimal form, may be negative.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the strike price, in decimal form.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the strike price, in decimal form.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the strike price, in decimal form.
- StrikeType - Class in com.opengamma.strata.market.option
-
The type of a strike.
- stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the
stubConventionproperty. - stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the
stubConventionproperty. - stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the
stubConventionproperty. - stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the
stubConventionproperty. - stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the
stubConventionproperty. - stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional convention defining how to handle stubs.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- StubConvention - Enum in com.opengamma.strata.basics.schedule
-
A convention defining how to calculate stub periods.
- subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array holding the values from the specified index onwards.
- subArray(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array holding the values from the specified index onwards.
- subArray(int) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an array holding the values from the specified index onwards.
- subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array holding the values between the specified from and to indices.
- subArray(int, int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array holding the values between the specified from and to indices.
- subArray(int, int) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an array holding the values between the specified from and to indices.
- subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Obtains a sub-row, containing a selection of fields by index.
- subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Obtains a sub-row, containing a selection of fields by index.
- subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Creates a sub-schedule within this period.
- subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series between two dates.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
-
Subtracts this tenor from the specified date.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Subtracts the period of this frequency from the specified date.
- success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of successfully evaluating a token against an object.
- success(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a successful result wrapping a value.
- sum() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the sum of all the values in the array.
- sum() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the sum of all the values in the array.
- sum() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns the sum of all the values in the array.
- sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Calculates the sum total of all the elements in the array.
- summarize() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
- summarize() - Method in class com.opengamma.strata.product.bond.BillPosition
- summarize() - Method in class com.opengamma.strata.product.bond.BillTrade
- summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- summarize() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- summarize() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- summarize() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- summarize() - Method in class com.opengamma.strata.product.cms.CmsTrade
- summarize() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- summarize() - Method in class com.opengamma.strata.product.credit.CdsTrade
- summarize() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- summarize() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- summarize() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- summarize() - Method in class com.opengamma.strata.product.dsf.DsfTrade
- summarize() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- summarize() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- summarize() - Method in class com.opengamma.strata.product.fra.FraTrade
- summarize() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- summarize() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- summarize() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- summarize() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- summarize() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- summarize() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- summarize() - Method in class com.opengamma.strata.product.GenericSecurityTrade
- summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- summarize() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- summarize() - Method in class com.opengamma.strata.product.index.IborFutureTrade
- summarize() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- summarize() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- summarize() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- summarize() - Method in interface com.opengamma.strata.product.PortfolioItem
-
Summarizes the portfolio item.
- summarize() - Method in interface com.opengamma.strata.product.Position
- summarize() - Method in class com.opengamma.strata.product.SecurityTrade
- summarize() - Method in class com.opengamma.strata.product.swap.SwapTrade
- summarize() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- summarize() - Method in interface com.opengamma.strata.product.Trade
- SummarizerUtils - Class in com.opengamma.strata.product.common
-
Utilities to support summarizing portfolio items.
- summary(Position, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Creates a summary instance for a position.
- summary(Trade, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Creates a summary instance for a trade.
- summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Summarizes this ETD future into string form.
- summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Summarizes this ETD option into string form.
- summaryDescription() - Method in class com.opengamma.strata.product.swap.Swap
-
Summarizes this swap into string form.
- supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
Supplierinterface. - supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Returns the set of measures that the function can calculate.
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
- supportedMeasures() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
- surface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the
surfaceproperty. - surface(Surface) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
Sets the Black volatility surface.
- surface(Surface) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
Sets the Black volatility surface.
- surface(Surface) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
Sets the normal volatility surface.
- Surface - Interface in com.opengamma.strata.market.surface
-
A surface that maps a
doublex-value and y-value to adoublez-value. - SurfaceIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for
SurfaceIborCapletFloorletVolatilityBootstrapDefinition. - SurfaceIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities based on interpolated surface.
- SurfaceInfoType<T> - Class in com.opengamma.strata.market.surface
-
The type that provides meaning to additional surface information.
- SurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator
-
Interface for interpolators that interpolate a surface.
- SurfaceMetadata - Interface in com.opengamma.strata.market.surface
-
Metadata about a surface and surface parameters.
- surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the
surfaceNameproperty. - surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the surface name.
- surfaceName(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the surface name.
- SurfaceName - Class in com.opengamma.strata.market.surface
-
The name of a surface.
- Surfaces - Class in com.opengamma.strata.market.surface
-
Helper for creating common types of surfaces.
- survivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
The meta-property for the
survivalProbabilitiesproperty. - survivalProbabilities(StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Gets the survival probabilities for a standard ID and a currency.
- survivalProbabilities(StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- survivalProbability(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the survival probability for the specified date.
- Swap - Class in com.opengamma.strata.product.swap
-
A rate swap.
- SWAP - Static variable in class com.opengamma.strata.product.ProductType
-
A
Swap. - SWAP_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
The measure for
ResolvedSwapTradeusing par rate discounting. - SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
The calibrator for
ResolvedSwapTradeusing par spread discounting. - SWAP_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The calibrator for
SwapTradeusing par spread discounting. - Swap.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
Swap. - Swap.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
Swap. - SwapIndex - Interface in com.opengamma.strata.product.swap
-
A swap index.
- SwapIndices - Class in com.opengamma.strata.product.swap
-
Constants and implementations for standard swap indices.
- SwapIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve
-
An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
- SwapIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for
SwapIsdaCreditCurveNode. - SwapIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for
SwapIsdaCreditCurveNode. - SwapLeg - Interface in com.opengamma.strata.product.swap
-
A single leg of a swap.
- SwapLegAmount - Class in com.opengamma.strata.market.amount
-
Represents an amount associated with one leg of a swap.
- SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
-
The bean-builder for
SwapLegAmount. - SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for
SwapLegAmount. - SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for swap legs.
- SwapLegType - Enum in com.opengamma.strata.product.swap
-
The type of a swap leg.
- SwapPaymentEvent - Interface in com.opengamma.strata.product.swap
-
A payment event, where a single payment is made between two counterparties.
- SwapPaymentEventPricer<T extends SwapPaymentEvent> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment events.
- SwapPaymentPeriod - Interface in com.opengamma.strata.product.swap
-
A period over which interest is accrued with a single payment.
- SwapPaymentPeriodPricer<T extends SwapPaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment periods.
- Swaption - Class in com.opengamma.strata.product.swaption
-
An option on an underlying swap.
- SWAPTION - Static variable in class com.opengamma.strata.product.ProductType
-
A
Swaption. - Swaption.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for
Swaption. - Swaption.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for
Swaption. - SwaptionMarketData - Interface in com.opengamma.strata.measure.swaption
-
Market data for swaptions.
- SwaptionMarketDataLookup - Interface in com.opengamma.strata.measure.swaption
-
The lookup that provides access to swaption volatilities in market data.
- SwaptionSabrSensitivity - Class in com.opengamma.strata.pricer.swaption
-
Sensitivity of a swaption to SABR model parameters.
- SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SwaptionSabrSensitivity. - SwaptionScenarioMarketData - Interface in com.opengamma.strata.measure.swaption
-
Market data for swaptions, used for calculation across multiple scenarios.
- SwaptionSensitivity - Class in com.opengamma.strata.pricer.swaption
-
Point sensitivity to a swaption implied parameter point.
- SwaptionSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SwaptionSensitivity. - swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
The meta-property for the
swaptionSettlementproperty. - swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the
swaptionSettlementproperty. - swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
Sets settlement method.
- swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets settlement method.
- SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
-
Defines how the payoff of a swaption will be settled.
- SwaptionSurfaceExpirySimpleMoneynessParameterMetadata - Class in com.opengamma.strata.pricer.swaption
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.
- SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata. - SwaptionSurfaceExpiryStrikeParameterMetadata - Class in com.opengamma.strata.pricer.swaption
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.
- SwaptionSurfaceExpiryStrikeParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SwaptionSurfaceExpiryStrikeParameterMetadata. - SwaptionSurfaceExpiryTenorParameterMetadata - Class in com.opengamma.strata.pricer.swaption
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
- SwaptionSurfaceExpiryTenorParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for
SwaptionSurfaceExpiryTenorParameterMetadata. - SwaptionTrade - Class in com.opengamma.strata.product.swaption
-
A trade in an option on an underlying swap.
- SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for
SwaptionTrade. - SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for
SwaptionTrade. - SwaptionTradeCalculationFunction - Class in com.opengamma.strata.measure.swaption
-
Perform calculations on a single
SwaptionTradefor each of a set of scenarios. - SwaptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
-
Creates an instance.
- SwaptionTradeCalculations - Class in com.opengamma.strata.measure.swaption
-
Calculates pricing and risk measures for swaption trades.
- SwaptionTradeCalculations(VolatilitySwaptionTradePricer, SabrSwaptionTradePricer) - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Creates an instance.
- SwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatilities for pricing swaptions.
- SwaptionVolatilitiesId - Class in com.opengamma.strata.pricer.swaption
-
An identifier used to access swaption volatilities by name.
- SwaptionVolatilitiesName - Class in com.opengamma.strata.pricer.swaption
-
The name of a set of swaption volatilities.
- SwapTrade - Class in com.opengamma.strata.product.swap
-
A trade in a rate swap.
- SwapTrade.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for
SwapTrade. - SwapTrade.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for
SwapTrade. - SwapTradeCalculationFunction - Class in com.opengamma.strata.measure.swap
-
Perform calculations on a single
SwapTradefor each of a set of scenarios. - SwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
-
Creates an instance.
- SwapTradeCalculations - Class in com.opengamma.strata.measure.swap
-
Calculates pricing and risk measures for swap trades.
- SwapTradeCalculations(DiscountingSwapTradePricer) - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Creates an instance.
- SyntheticRatesCurveCalibrator - Class in com.opengamma.strata.pricer.curve
-
Synthetic curve calibrator.
T
- tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series, choosing the latest entries.
- TARGET - com.opengamma.strata.report.framework.expression.ValueRootType
-
Refers to the target (trade or position).
- targets() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the
targetsproperty. - targetType() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
- targetType() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Gets the target type that this function applies to.
- targetType() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Returns the type of calculation target handled by the function.
- targetType() - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
- targetType() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
- TargetTypeCalculationParameter - Class in com.opengamma.strata.measure.calc
-
A calculation parameter that selects the parameter based on the type of the target.
- TBILL - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'TBILL' roll convention which adjusts the date to next Monday.
- template() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the
templateproperty. - template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the
templateproperty. - template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the template for the single names associated with this node.
- template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the template for the CDS associated with this node.
- template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the template for the Ibor fixing deposit associated with this node.
- template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the template for the term deposit associated with this node.
- template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the template for the FRA associated with this node.
- template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the template for the FX Swap associated with this node.
- template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the template for the Ibor Futures associated with this node.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the template for creating Fixed-Ibor swap.
- template(FixedInflationSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template(OvernightIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the
tenorproperty. - tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the tenor to be added.
- tenor(Tenor) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the period between the start date and the end date.
- tenor(Tenor) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
-
Sets the tenor.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the tenor of the swap based on its start date and end date.
- Tenor - Class in com.opengamma.strata.basics.date
-
A tenor indicating how long it will take for a financial instrument to reach maturity.
- TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 months.
- TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 years.
- TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 11 months.
- TENOR_11Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 11 years.
- TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 months.
- TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 years.
- TENOR_13W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 13 weeks.
- TENOR_13Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 13 years.
- TENOR_14Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 14 years.
- TENOR_15M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 15 months.
- TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 15 years.
- TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 18 months.
- TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of one day.
- TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 month.
- TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 week.
- TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 year.
- TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 20 years.
- TENOR_21M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 21 months.
- TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 25 years.
- TENOR_26W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 26 weeks.
- TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of two days.
- TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 months.
- TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 weeks.
- TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 years.
- TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 30 years.
- TENOR_35Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 35 years.
- TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of three days.
- TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 months.
- TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 weeks.
- TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 years.
- TENOR_40Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 40 years.
- TENOR_45Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 45 years.
- TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 months.
- TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 weeks.
- TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 years.
- TENOR_50Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 50 years.
- TENOR_52W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 52 weeks.
- TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 months.
- TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 years.
- TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 months.
- TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 weeks.
- TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 years.
- TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 months.
- TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 years.
- TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 months.
- TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 years.
- TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 months.
- TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 years.
- TenorAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a tenor.
- TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for
TenorAdjustment. - TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for
TenorAdjustment. - TenorCdsTemplate - Class in com.opengamma.strata.product.credit.type
-
A template for creating credit default swap trades.
- TenorCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for
TenorCdsTemplate. - TenorDateParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a date and tenor.
- TenorDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
TenorDateParameterMetadata. - TenoredParameterMetadata - Interface in com.opengamma.strata.market.param
-
Parameter metadata that specifies a date.
- TenorParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a tenor.
- TenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
TenorParameterMetadata. - TenorRawOptionData - Class in com.opengamma.strata.pricer.option
-
Raw data from the volatility market for a set of tenors.
- TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency matching the term.
- TERM_DEPOSIT - Static variable in class com.opengamma.strata.product.ProductType
-
A
TermDeposit. - TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
The measure for
ResolvedTermDepositTradeusing par rate discounting. - TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
The calibrator for
ResolvedTermDepositTradeusing par spread discounting. - TERM_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The calibrator for
TermDepositTradeusing par spread discounting. - TermDeposit - Class in com.opengamma.strata.product.deposit
-
A term deposit.
- TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
TermDeposit. - TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
TermDeposit. - TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
-
Market standard term deposit conventions.
- TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a term deposit.
- TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
TermDepositCurveNode. - TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
TermDepositCurveNode. - TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating a term deposit trade.
- TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for
TermDepositTemplate. - TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for
TermDepositTemplate. - TermDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in a term deposit.
- TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for
TermDepositTrade. - TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for
TermDepositTrade. - TermDepositTradeCalculationFunction - Class in com.opengamma.strata.measure.deposit
-
Perform calculations on a single
TermDepositTradefor each of a set of scenarios. - TermDepositTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
-
Creates an instance.
- TermDepositTradeCalculations - Class in com.opengamma.strata.measure.deposit
-
Calculates pricing and risk measures for term deposit trades.
- TermDepositTradeCalculations(DiscountingTermDepositTradePricer) - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Creates an instance.
- test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
-
Evaluates the predicate.
- test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
-
Evaluates the predicate.
- test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
-
Evaluates this predicate on the given argument.
- test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Evaluates the predicate.
- test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Evaluates the predicate.
- test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Evaluates the predicate.
- test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
-
Evaluates this predicate on the given arguments.
- TEXT - com.opengamma.strata.report.framework.format.FormatCategory
-
General text types.
- TFX - Static variable in class com.opengamma.strata.product.common.CcpIds
-
Tokyo Financial Exchange.
- TH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TH' - Thailand.
- THB - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'THB' - Thai Baht.
- theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product.
- theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product based on the price of the underlying future.
- theta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the theta of the FX barrier option product.
- theta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the Black theta of the foreign exchange vanilla option product.
- third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the
thirdproperty. - THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
- THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360' day count, which treats input day-of-month 31 specially.
- THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E+/360' day count, which treats input day-of-month 31 specially.
- THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
- ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for three leg basis swap trades.
- ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard three leg basis swap conventions.
- ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a three leg basis swap.
- ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
ThreeLegBasisSwapCurveNode. - ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
ThreeLegBasisSwapCurveNode. - ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor-Ibor swap trades.
- ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
ThreeLegBasisSwapTemplate. - ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
ThreeLegBasisSwapTemplate. - THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Thursday/Friday weekends.
- TICK_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the tick size.
- TICK_VALUE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the tick value.
- tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the
tickSizeproperty. - tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the
tickValueproperty. - time() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
The meta-property for the
timeproperty. - TIME_SQUARE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Time square interpolator.
- timeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
timeExtrapolatorLeftproperty. - timeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
timeExtrapolatorLeftproperty. - timeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
timeExtrapolatorLeftproperty. - timeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the left extrapolator used in the time dimension.
- timeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the left extrapolator used in the time dimension.
- timeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
timeExtrapolatorRightproperty. - timeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
timeExtrapolatorRightproperty. - timeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
timeExtrapolatorRightproperty. - timeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the right extrapolator used in the time dimension.
- timeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the right extrapolator used in the time dimension.
- timeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
-
The meta-property for the
timeInterpolatorproperty. - timeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
-
The meta-property for the
timeInterpolatorproperty. - timeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
timeInterpolatorproperty. - timeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
-
Sets the interpolator used in the time dimension.
- timeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
-
Sets the interpolator used in the time dimension.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the
timeSeriesproperty. - timeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
The meta-property for the
timeSeriesproperty. - timeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
The meta-property for the
timeSeriesproperty. - timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the
timeSeriesproperty. - timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the time series.
- timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds a time-series to the provider.
- timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds time-series to the provider.
- timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Sets the time-series in the builder, replacing any existing values.
- timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Sets the time-series in the builder, replacing any existing values.
- timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
The meta-property for the
timeSeriesFailuresproperty. - TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata
-
A provider of time-series.
- timeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the
timeSeriesRequirementsproperty. - timeSeriesRequirements(ObservableId...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the
timeSeriesRequirementsproperty in the builder from an array of objects. - timeSeriesRequirements(Set<ObservableId>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the market data identifiers of the time-series of required for the calculation.
- timeToExpiry(ZonedDateTime, DayCount, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Calculates the time to expiry for the valuation date time.
- TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The default formatter that returns the value of the
toString()method. - toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where all the start and end dates are adjusted using the specified adjuster.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are adjusted using the specified adjuster.
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Converts this instance to an independent
double[]. - toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Converts this instance to an independent
double[][]. - toArray() - Method in class com.opengamma.strata.collect.array.IntArray
-
Converts this instance to an independent
int[]. - toArray() - Method in class com.opengamma.strata.collect.array.LongArray
-
Converts this instance to an independent
long[]. - toArray() - Method in class com.opengamma.strata.collect.MapStream
- toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns the underlying array.
- toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
-
Gets this report as an ASCII table string.
- toBase64() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Encodes the byte source using base-64.
- toBase64String() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Encodes the byte source using base-64, returning a string.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a new builder using the data from this matrix to create a set of initial entries.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.Column
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return a builder populated with the values from this series.
- toBuilder() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Returns a builder populated with the same data as this instance.
- toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Returns a mutable builder initialized with the state of this bean.
- toBuilder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Converts to builder.
- toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns a builder populated with the set of sensitivities from this instance.
- toBuilder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Returns a mutable builder initialized with the state of this bean.
- toBuilder() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Converts this instance to a builder allowing changes to be made.
- toBuilder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.Bill
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BillPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BillSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BillTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFuturePosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.PortfolioItemSummary
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.PositionInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Returns a builder that allows this bean to be mutated.
- toCharSource(ByteSource) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
-
Converts a
ByteSourceto aCharSource. - toCombinedFuture() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to convert a list of futures to a single future, combining the values into a list.
- toCombinedFutureMap() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to convert a map of futures to a single future, combining the values into a map.
- toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the market convention currency pair for the currencies in the pair.
- toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns an FX rate object representing the market convention rate between the two currencies.
- toCouponEquivalent() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Return the CMS coupon equivalent to the period.
- toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector that builds a single-currency scenerio result.
- toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Converts this definition to the summary form.
- toDiscountFactors() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Creates an instance of
DiscountFactors. - toDiscountFactors() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- toFloatingRateIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Returns a floating rate index.
- toFloatingRateIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Returns a floating rate index.
- toFxForwardSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Converts this sensitivity to an
FxForwardSensitivity. - toHeader() - Method in class com.opengamma.strata.calc.Column
-
Converts this column to a column header.
- toHexString() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Encodes the byte source using hex, sometimes referred to as base-16, returning a string.
- toIborIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns an Ibor index.
- toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- toIborIndexFixingOffset() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns the fixing offset associated with the Ibor index.
- toIborIndexFixingOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Returns an immutable version of this object.
- toImmutableCreditRatesProvider() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Converts this provider to an equivalent
ImmutableCreditRatesProvider. - toImmutableCreditRatesProvider() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- toImmutableLegalEntityDiscountingProvider() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- toImmutableLegalEntityDiscountingProvider() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Converts this provider to an equivalent
ImmutableLegalEntityDiscountingProvider. - toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable list.
- toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multiset.
- toImmutableRatesProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- toImmutableRatesProvider() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Converts this provider to an equivalent
ImmutableRatesProvider. - toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable set.
- toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Gets the token that the root type corresponds to.
- TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an object to produce another object.
- TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
- tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
- tokens(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
- tokens(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
- tokens(Position) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
- tokens(Security) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
- tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
- tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
- tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the supported tokens on the given object.
- tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
- tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
- tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the set of supported token for the given object.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a list equivalent to this array.
- toList() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns a list equivalent to this array.
- toList() - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns a list equivalent to this array.
- toListMultimap() - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable list multimap built from the entries in the stream.
- toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this
MultiCurrencyAmountto a map keyed by currency. - toMap() - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream.
- toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream.
- toMapGrouping() - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream, grouping by key.
- toMapGrouping(Collector<? super V, A, R>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream, grouping by key.
- toMd5() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Returns the MD5 hash of the bytes.
- toMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts the current instance of
CurrencyAmountto the equivalentMoneyinstance. - toMultiCurrencyAmount() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
- toMultiCurrencyAmountArray() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a collector which creates a multi currency amount array by combining a stream of currency amount arrays.
- toMultiCurrencyScenarioArray() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns a collector which creates a multi currency scenario array by combining a stream of currency scenario arrays.
- toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector that builds a multi-currency scenerio result.
- toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Returns a mutable version of this object.
- toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a
doublearray to aDoublearray. - toOvernightIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Converts to an
OvernightIndex. - toOvernightIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Converts this pair to an object-based
Pair. - toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Converts this pair to an object-based
Pair. - toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Converts this pair to an object-based
Pair. - toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Converts this pair to an object-based
Pair. - toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Converts this pair to an object-based
Pair. - toPriceIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Converts to an
PriceIndex. - toPriceIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
- toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a
Doublearray to adoublearray. - toReader(InputStream) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
-
Converts an
InputStreamto aReader. - toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Converts this stub convention to the appropriate roll convention.
- toScenarioArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector which can be used at the end of a stream of results to build a
ScenarioArray. - toSensitivityMap(Class<T>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Converts this instance to a map of sensitivities, keyed by the identifier.
- toSet() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the set of currencies contains in the pair.
- toSetMultimap() - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable set multimap built from the entries in the stream.
- toSha512() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Returns the SHA-512 hash of the bytes.
- toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Reduce this instance to
ResolvedCds. - toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Reduce this instance to
ResolvedCdsTrade. - toString() - Method in class com.opengamma.strata.basics.CalculationTargetList
- toString() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
- toString() - Method in class com.opengamma.strata.basics.currency.Currency
-
Returns a string representation of the currency, which is the three letter code.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
- toString() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
- toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
- toString() - Method in class com.opengamma.strata.basics.currency.Payment
- toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Returns a string describing the adjustable date.
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Returns the name of the identifier.
- toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Returns the name of the calendar.
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.Tenor
-
Returns a formatted string representing the tenor.
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
- toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
- toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
- toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
- toString() - Method in class com.opengamma.strata.basics.location.Country
-
Returns a string representation of the country, which is the two letter code.
- toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a formatted string representing the periodic frequency.
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
- toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.basics.StandardId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
- toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep
- toString() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
- toString() - Method in class com.opengamma.strata.calc.CalculationRules
- toString() - Method in class com.opengamma.strata.calc.Column.Builder
- toString() - Method in class com.opengamma.strata.calc.Column
- toString() - Method in class com.opengamma.strata.calc.ColumnHeader
- toString() - Method in class com.opengamma.strata.calc.ImmutableMeasure
- toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
- toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
- toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
- toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
- toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
- toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
- toString() - Method in class com.opengamma.strata.calc.ReportingCurrency
- toString() - Method in enum com.opengamma.strata.calc.ReportingCurrencyType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.calc.Results
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResults
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
- toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
- toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
- toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
- toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
- toString() - Method in class com.opengamma.strata.collect.array.IntArray
- toString() - Method in class com.opengamma.strata.collect.array.LongArray
- toString() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
- toString() - Method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Returns a string describing the CSV iterator.
- toString() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns a string describing the INI file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns a string describing the property set.
- toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Returns a string describing the locator.
- toString() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Returns a string summary of the element.
- toString() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
- toString() - Method in class com.opengamma.strata.collect.NumberFormatter
-
Returns a string representation of this formatter.
- toString() - Method in class com.opengamma.strata.collect.result.Failure
- toString() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Returns a string summary of the failure, as a single line excluding the stack trace.
- toString() - Method in class com.opengamma.strata.collect.result.FailureItems
-
Returns a string summary of the failures, as a single line excluding the stack traces.
- toString() - Method in enum com.opengamma.strata.collect.result.FailureReason
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.collect.result.Result
- toString() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
- toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Returns a string representation of the point.
- toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the triple using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.TypedString
-
Returns the name.
- toString() - Method in class com.opengamma.strata.data.FxMatrixId
- toString() - Method in class com.opengamma.strata.data.FxRateId
- toString() - Method in class com.opengamma.strata.data.ImmutableMarketData
- toString() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
- toString() - Method in class com.opengamma.strata.data.MarketDataName
-
Returns the name.
- toString() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
- toString() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
- toString() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
- toString() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
- toString() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
- toString() - Method in class com.opengamma.strata.market.amount.CashFlow
- toString() - Method in class com.opengamma.strata.market.amount.CashFlows
- toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
- toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- toString() - Method in class com.opengamma.strata.market.curve.CombinedCurve
- toString() - Method in class com.opengamma.strata.market.curve.ConstantCurve
- toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
- toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- toString() - Method in class com.opengamma.strata.market.curve.CurveId
- toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
- toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
- toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeDateType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
- toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
- toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
- toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
- toString() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
- toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
- toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
- toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
- toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
- toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
- toString() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
- toString() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
- toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
- toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
- toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
- toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
- toString() - Method in class com.opengamma.strata.market.FxRateShifts
- toString() - Method in class com.opengamma.strata.market.GenericDoubleShifts
- toString() - Method in enum com.opengamma.strata.market.model.MoneynessType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.market.model.SabrParameterType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
- toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
- toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
- toString() - Method in class com.opengamma.strata.market.observable.Quote
- toString() - Method in class com.opengamma.strata.market.observable.QuoteId
- toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
- toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
- toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
- toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
- toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
- toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
- toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
- toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
- toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
- toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
- toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
- toString() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
- toString() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
- toString() - Method in class com.opengamma.strata.market.param.ParameterSize
- toString() - Method in class com.opengamma.strata.market.param.PointShifts
- toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
- toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
- toString() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
- toString() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
- toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
- toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
- toString() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
- toString() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
- toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
- toString() - Method in enum com.opengamma.strata.market.ShiftType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.surface.ConstantSurface
- toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
- toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- toString() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
- toString() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
- toString() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
- toString() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
- toString() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
- toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
- toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
- toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
- toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
- toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
- toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
- toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
- toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
- toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
- toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
- toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
- toString() - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
- toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
- toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
- toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
- toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
- toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
- toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
- toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- toString() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
- toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
- toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
- toString() - Method in enum com.opengamma.strata.pricer.common.PriceType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.pricer.CompoundedRateType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- toString() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
- toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
- toString() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- toString() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
- toString() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
- toString() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
- toString() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
- toString() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
- toString() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
- toString() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
- toString() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
- toString() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- toString() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- toString() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- toString() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
- toString() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
- toString() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- toString() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
- toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
- toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- toString() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
- toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
- toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
- toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
- toString() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- toString() - Method in class com.opengamma.strata.pricer.model.SabrParameters
- toString() - Method in class com.opengamma.strata.pricer.option.RawOptionData
- toString() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
- toString() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- toString() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- toString() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- toString() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- toString() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- toString() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
- toString() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- toString() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- toString() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- toString() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- toString() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
- toString() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- toString() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- toString() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- toString() - Method in class com.opengamma.strata.product.bond.Bill.Builder
- toString() - Method in class com.opengamma.strata.product.bond.Bill
- toString() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BillPosition
- toString() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BillSecurity
- toString() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BillTrade
- toString() - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
- toString() - Method in class com.opengamma.strata.product.cms.Cms
- toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
- toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
- toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
- toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
- toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
- toString() - Method in enum com.opengamma.strata.product.common.BuySell
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.common.CcpId
- toString() - Method in class com.opengamma.strata.product.common.ExchangeId
- toString() - Method in enum com.opengamma.strata.product.common.LongShort
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.common.PutCall
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.common.SettlementType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
- toString() - Method in class com.opengamma.strata.product.credit.Cds
- toString() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndex
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- toString() - Method in class com.opengamma.strata.product.credit.CdsQuote
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
- toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
- toString() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
- toString() - Method in enum com.opengamma.strata.product.credit.type.AccrualStart
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
- toString() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
- toString() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
- toString() - Method in class com.opengamma.strata.product.dsf.Dsf
- toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
- toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition
- toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
- toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
- toString() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
- toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Returns the identifier in a standard string format.
- toString() - Method in enum com.opengamma.strata.product.etd.EtdExpiryType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
- toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- toString() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.etd.EtdType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.etd.EtdVariant
- toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
- toString() - Method in class com.opengamma.strata.product.fra.Fra
- toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- toString() - Method in class com.opengamma.strata.product.fx.FxSingle
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- toString() - Method in class com.opengamma.strata.product.fx.FxSwap
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
- toString() - Method in class com.opengamma.strata.product.GenericSecurity
- toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
- toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition
- toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
- toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade
- toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFuture
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition
- toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
- toString() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
- toString() - Method in class com.opengamma.strata.product.index.OvernightFuture
- toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
- toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
- toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
- toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
- toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
- toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
- toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
- toString() - Method in class com.opengamma.strata.product.LegalEntityId
-
Returns the identifier in a standard string format.
- toString() - Method in enum com.opengamma.strata.product.option.BarrierType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.option.KnockType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
- toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
- toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary
- toString() - Method in enum com.opengamma.strata.product.PortfolioItemType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.PositionInfo
- toString() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.IborRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
- toString() - Method in class com.opengamma.strata.product.SecurityId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.product.SecurityInfo
- toString() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
- toString() - Method in class com.opengamma.strata.product.SecurityPosition
- toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo
- toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
- toString() - Method in class com.opengamma.strata.product.SecurityTrade
- toString() - Method in class com.opengamma.strata.product.SimpleLegalEntity
- toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
- toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
- toString() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
- toString() - Method in class com.opengamma.strata.product.swap.FxReset
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
- toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
- toString() - Method in enum com.opengamma.strata.product.swap.IborRateResetMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
- toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
- toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
- toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
- toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
- toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
- toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
- toString() - Method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
- toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
- toString() - Method in class com.opengamma.strata.product.swap.Swap
- toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
- toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
- toString() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
- toString() - Method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- toString() - Method in class com.opengamma.strata.product.TradedPrice
- toString() - Method in class com.opengamma.strata.product.TradeInfo
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
- toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
- toString() - Method in class com.opengamma.strata.report.ReportRequirements
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
- toString(byte[]) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
-
Converts a
byte[]to aString. - total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the total of all the values in the matrix.
- total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns the total of the sensitivity values.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns the total of the sensitivity values.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns the total of the sensitivity values.
- total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from the total of a list of
CurrencyAmountobjects. - total(Iterable<CurrencyAmountArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a multi currency amount array representing the total of the input arrays.
- total(Iterable<CurrencyScenarioArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns a multi currency scenario array representing the total of the input arrays.
- toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with
TradeInfo. - toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
- toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee and
TradeInfo. - toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are set to the unadjusted dates.
- toUnitParameterSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Converts this instance to the equivalent unit sensitivity.
- toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
-
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
- toValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector that builds a scenario result based on
Double. - toValueWithFailures(T, BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a collector that can be used to create a ValueWithFailure instance from a stream of ValueWithFailure instances.
- toZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains the underlying
ZeroRateSensitivity. - toZonedDateTime(MarketDataBox<LocalDate>) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
-
Creates zoned date time.
- TR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TR' - Turkey.
- trade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
The meta-property for the
tradeproperty. - trade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Creates a trade representing the instrument at the node.
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Creates a trade representing the CDS index at the node.
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Creates a trade representing the CDS at the node.
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
- trade(ResolvedTrade) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
Sets the trade that describes the parameter.
- Trade - Interface in com.opengamma.strata.product
-
A trade with additional structured information.
- TRADE - com.opengamma.strata.product.PortfolioItemType
-
A trade.
- TRADE - com.opengamma.strata.report.framework.expression.ValueRootType
-
Refers to the trade.
- TRADE - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
The trade instance
- TRADE - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
-
The trade instance
- TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The notional, as defined in the trade.
- TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
-
Provides calibration measures for a single type of trade based on functions.
- TradeConvention - Interface in com.opengamma.strata.product
-
A market convention for trades.
- TradeCounterpartyCalculationParameter - Class in com.opengamma.strata.measure.calc
-
A calculation parameter that selects the parameter based on the counterparty of the target.
- TradeCsvInfoResolver - Interface in com.opengamma.strata.loader.csv
-
Resolves additional information when parsing trade CSV files.
- TradeCsvInfoSupplier - Interface in com.opengamma.strata.loader.csv
-
Resolves additional information when writing trade CSV files.
- TradeCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads trades from CSV files.
- TradeCsvWriter - Class in com.opengamma.strata.loader.csv
-
Writes trades to a CSV file.
- tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
tradeDateproperty. - tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the
tradedPriceproperty. - tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the
tradedPriceproperty. - tradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the
tradedPriceproperty. - tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the
tradedPriceproperty. - tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the
tradedPriceproperty. - tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
-
The meta-property for the
tradedPriceproperty. - tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the price that was traded, together with the trade date, optional.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the price that was traded, together with the trade date, optional.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the price that was traded, together with the trade date, optional.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the price that was traded, together with the trade date, optional.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the price that was traded, together with the trade date, optional.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
-
Sets the price that was traded, together with the trade date, optional.
- TradedPrice - Class in com.opengamma.strata.product
-
The traded price of a security-based trade.
- TradeInfo - Class in com.opengamma.strata.product
-
Additional information about a trade.
- TradeInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for
TradeInfo. - TradeInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create
TradeInfo. - tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
The meta-property for the
tradeMeasureRequirementsproperty. - TradeReport - Class in com.opengamma.strata.report.trade
-
Represents a trade report.
- TradeReport.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for
TradeReport. - TradeReport.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for
TradeReport. - TradeReportColumn - Class in com.opengamma.strata.report.trade
-
Describes a column in a trade report.
- TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for
TradeReportColumn. - TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for
TradeReportColumn. - TradeReportFormatter - Class in com.opengamma.strata.report.trade
-
Formatter for trade reports.
- TradeReportRunner - Class in com.opengamma.strata.report.trade
-
Report runner for trade reports.
- TradeReportTemplate - Class in com.opengamma.strata.report.trade
-
Describes the contents and layout of a trade report.
- TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for
TradeReportTemplate. - TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for
TradeReportTemplate. - TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
-
Loads a trade report template from the standard INI file format.
- TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
- TradeTemplate - Interface in com.opengamma.strata.product
-
A template used to create a trade.
- tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
tradeTimeproperty. - tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the trade time, optional.
- TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a trade to produce another object.
- TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
- transitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
The meta-property for the
transitionProbabilityproperty. - transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Transposes the matrix.
- TRINOMIAL_TREE - com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
The Trinomial-Tree model.
- Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
-
An immutable triple consisting of three elements.
- Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for
Triple. - truncateSetInclusive(double, double, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
-
Truncates an array of doubles.
- TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TRY' - Turkish Lira.
- tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Parses a string, handling different types of index.
- tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Tries to parse a string, with extended handling of indices.
- tryParse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
- tryParseCurrency(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Tries to parse a currency from the input string.
- tryParseTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Tries to parse a tenor from the input string.
- Tuple - Interface in com.opengamma.strata.collect.tuple
-
Base interface for all tuple types.
- TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TWD' - New Taiwan Dollar.
- type() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the
typeproperty. - type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the
typeproperty. - type(EtdType) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the type of the contract specification.
- type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- typedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
-
The meta-property for the
typedSensitivitiesproperty. - TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect
-
An abstract class designed to enable typed strings.
- TypedString(String) - Constructor for class com.opengamma.strata.collect.TypedString
-
Creates an instance.
- TypedString(String, CharMatcher, String) - Constructor for class com.opengamma.strata.collect.TypedString
-
Creates an instance, validating the name against a matcher.
- TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.TypedString
-
Creates an instance, validating the name against a regex.
U
- UAH - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'UAH' - Ukrainian Hryvnia.
- unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
The meta-property for the
unadjustedproperty. - UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The accrual end date, before any business day adjustment.
- UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The payment date, before any business day adjustment.
- UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The accrual start date, before any business day adjustment.
- unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
unadjustedEndDateproperty. - unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the unadjusted end date.
- unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
unadjustedStartDateproperty. - unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the unadjusted start date.
- unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the unadjusted start date.
- unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the
UnaryOperatorinterface. - Unchecked - Class in com.opengamma.strata.collect
-
Static utility methods that convert checked exceptions to unchecked.
- UncheckedReflectiveOperationException - Exception in com.opengamma.strata.collect
-
An unchecked reflection exception.
- UncheckedReflectiveOperationException(ReflectiveOperationException) - Constructor for exception com.opengamma.strata.collect.UncheckedReflectiveOperationException
-
Creates an instance that wraps the underlying exception.
- underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
-
The meta-property for the
underlyingproperty. - underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
The meta-property for the
underlyingproperty. - underlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
The meta-property for the
underlyingproperty. - underlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
The meta-property for the
underlyingproperty. - underlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
The meta-property for the
underlyingproperty. - underlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
The meta-property for the
underlyingproperty. - underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the
underlyingproperty. - underlying(FxSingle) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
Sets the underlying foreign exchange transaction.
- underlying(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
Sets the underlying foreign exchange transaction.
- underlying(ResolvedSwap) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
Sets the underlying swap.
- underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets the underlying swap.
- UNDERLYING_EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the underlying expiry month/year.
- underlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
The meta-property for the
underlyingCurveproperty. - underlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
underlyingExpiryMonthproperty. - underlyingExpiryMonth(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the expiry year-month of the underlying instrument.
- underlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the
underlyingFutureproperty. - underlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the
underlyingFutureproperty. - underlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the
underlyingFutureproperty. - underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the
underlyingFutureproperty. - underlyingFuture(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the underlying future.
- underlyingFuture(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the underlying future.
- underlyingFuture(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the underlying future.
- underlyingFuture(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the underlying future.
- underlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the
underlyingFutureIdproperty. - underlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the
underlyingFutureIdproperty. - underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the identifier of the underlying future.
- underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the identifier of the underlying future.
- underlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
The meta-property for the
underlyingOptionproperty. - underlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
The meta-property for the
underlyingOptionproperty. - underlyingOption(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
Sets the underlying FX vanilla option.
- underlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
underlyingSwapproperty. - underlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
The meta-property for the
underlyingSwapproperty. - underlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the
underlyingSwapproperty. - underlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
The meta-property for the
underlyingSwapproperty. - underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the underlying swap.
- underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
Sets the underlying swap.
- underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
Sets the underlying swap.
- underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
Sets the underlying swap.
- underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
-
The meta-property for the
underlyingTradeproperty. - underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
-
The meta-property for the
underlyingTradeproperty. - underlyingWithParameter(int, Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Updates a parameter on the specified underlying.
- underlyingWithPerturbation(int, Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Applies a perturbation to the specified underlying.
- UnicodeBom - Class in com.opengamma.strata.collect.io
-
Utilities that allow code to use the Unicode Byte Order Mark.
- union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains the union of a pair of time series.
- UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The unit amount.
- UNIT_PRICE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the unit price of the instrument.
- UnitParameterSensitivities - Class in com.opengamma.strata.market.param
-
Unit parameter sensitivity for parameterized market data, such as curves.
- UnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
UnitParameterSensitivities. - UnitParameterSensitivity - Class in com.opengamma.strata.market.param
-
Unit parameter sensitivity for parameterized market data, such as a curve.
- UnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
UnitParameterSensitivity. - unitPrice(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates unit price across one or more scenarios.
- unitPrice(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates unit price for a single set of market data.
- unitPrice(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates unit price across one or more scenarios.
- unitPrice(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates unit price for a single set of market data.
- unitPrice(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates unit price across one or more scenarios.
- unitPrice(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates unit price for a single set of market data.
- unitPrice(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates unit price across one or more scenarios.
- unitPrice(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates unit price for a single set of market data.
- unitPrice(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates unit price across one or more scenarios.
- unitPrice(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates unit price for a single set of market data.
- unitPrice(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates unit price across one or more scenarios.
- unitPrice(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
-
Calculates unit price for a single set of market data.
- UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when the meaning of each value is not known - 'Unknown'.
- unordered() - Method in class com.opengamma.strata.collect.MapStream
- UNSUPPORTED - com.opengamma.strata.collect.result.FailureReason
-
The operation requested is unsupported.
- UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used when no specific formatter exists for the object.
- UNWEIGHTED - com.opengamma.strata.product.swap.IborRateResetMethod
-
The unweighted average method.
- UP - com.opengamma.strata.product.option.BarrierType
-
Up
- UPFRONT_PREMIUM - com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
The "UpfrontPremium" style, used where the option has an upfront premium.
- upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
The meta-property for the
upfrontFeeproperty. - upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the
upfrontFeeproperty. - upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
The meta-property for the
upfrontFeeproperty. - upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the
upfrontFeeproperty. - upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
Sets the upfront fee of the product.
- upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the upfront fee of the product.
- upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
Sets the upfront fee of the product.
- upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the upfront fee of the product.
- upfrontPayment(ResolvedFixedCouponBondTrade) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the payment that was made for the trade.
- URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for URL resource locators.
- US - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'US' - United States.
- US_CPI_U - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for US-CPI-U Price index.
- US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
- US_IL_REAL - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
The US real yield convention.
- US_STREET - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
US street.
- USD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'USD' - United States Dollar.
- USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
- USD_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'USD-Deposit-T2' term deposit convention with T+2 settlement date.
- USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for USD-FED-FUND Overnight index.
- USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The Fed Fund index for USD.
- USD_FED_FUND_AA_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
-
The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.
- USD_FED_FUND_AVG - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for USD-FED-FUND Overnight index using averaging.
- USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
- USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
- USD_FIXED_1Y_SOFR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
- USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'USD-FIXED-6M-LIBOR-3M' swap convention.
- USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
- USD_FIXED_ZC_US_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
USD(NY) vanilla fixed vs US Urban consumers CPI swap.
- USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
- USD_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for USD-LIBOR.
- USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 10 years.
- USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 15 years.
- USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 1 year.
- USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 20 years.
- USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 2 years.
- USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 30 years.
- USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 3 years.
- USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 4 years.
- USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 5 years.
- USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 6 years.
- USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 7 years.
- USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 8 years.
- USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1100 for tenor of 9 years.
- USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for USD.
- USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
USD Rates 1500 for tenor of 1 year.
- USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for USD.
- USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
- USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for USD.
- USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for USD.
- USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for USD.
- USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
-
The 'USD-LIBOR-3M-LIBOR-6M' swap convention.
- USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'USD-LIBOR-3M-Monthly-IMM' convention.
- USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'USD-LIBOR-3M-Quarterly-IMM' convention.
- USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for USD.
- USD_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date.
- USD_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
- USD_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
- USD_SOFR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for USD-SOFR Overnight index.
- USD_SOFR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SOFR index for USD.
- USD_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
USD-dominated standardized credit default swap.
- USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.
- USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of New York, United States, with code 'USNY'.
V
- validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
- validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer
- validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
- validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Validate the volatilities provider.
- validate(RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
- validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.
- validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.
- validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Validates that a specific element is not present.
- validateScheme(XmlElement, String, String...) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Validates that the scheme attribute is known.
- validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Validates that the swaption is single currency cash par-yield.
- validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Validates that the swaption is single currency physical.
- valuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the
valuationDateproperty. - valuationDate(LocalDate) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Sets the valuation date.
- valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the valuation date.
- valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
Sets the valuation date.
- valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the valuation date.
- valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the valuation date.
- valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the
valuationDateTimeproperty. - valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
Sets the valuation date-time.
- valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the valuation date-time.
- valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
Sets the valuation date-time.
- valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
Sets the valuation date-time.
- valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
Sets the valuation date-time.
- valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
Sets the valuation date-time.
- valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the valuation date-time.
- ValuationZoneTimeDefinition - Class in com.opengamma.strata.measure
-
Definition of valuation zone and time.
- ValuationZoneTimeDefinition.Meta - Class in com.opengamma.strata.measure
-
The meta-bean for
ValuationZoneTimeDefinition. - value() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.basics.StandardId.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.market.observable.Quote.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
-
The meta-property for the
valueproperty. - value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
The meta-property for the
valueproperty. - value(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
-
Converts a value to a string.
- value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
Sets the amount of the payment.
- value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
Sets the amount of the payment.
- value(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- value(PriceIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Gets the historic or forward rate at the specified fixing month.
- value(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the value representing the change that occurs.
- value(ResolvedTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Calculates the value, such as par spread.
- value(Double) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
-
Sets the amount.
- value(String) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Gets a single value from this property set.
- value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
Sets the reference to a value to display in this column.
- value(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
-
Calculates the value, such as par spread.
- value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
- value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
- value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
- ValueAdjustment - Class in com.opengamma.strata.basics.value
-
An adjustment to a value, describing how to change one value into another.
- ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value
-
The meta-bean for
ValueAdjustment. - ValueAdjustmentType - Enum in com.opengamma.strata.basics.value
-
The type of value adjustment.
- valueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
-
The meta-property for the
valueDateproperty. - valueDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
-
Sets the value date.
- ValueDerivatives - Class in com.opengamma.strata.basics.value
-
A value and its derivatives.
- valueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
The meta-property for the
valueFailuresproperty. - ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format
-
Formats a value into a string.
- ValueFormatters - Class in com.opengamma.strata.report.framework.format
-
Provides standard formatters.
- valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the
valueFunctionproperty. - valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
valueFunctionproperty. - valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the y-value function.
- valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the y-value function.
- valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Gets the list of values associated with the specified key.
- valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.common.BuySell
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.common.LongShort
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.common.PutCall
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.option.KnockType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
-
Returns the enum constant of this type with the specified name.
- valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
-
Returns the enum constant of this type with the specified name.
- ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a path describing a value to be shown in a trade report.
- valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- valuePointSensitivity(PriceIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Calculates the point sensitivity of the historic or forward value at the specified fixing month.
- valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- valueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the
valueRequirementsproperty. - valueRequirements(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the
valueRequirementsproperty in the builder from an array of objects. - valueRequirements(Set<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the market data identifiers of the values required for the calculation.
- ValueRootType - Enum in com.opengamma.strata.report.framework.expression
-
Enumerates the possible value path roots.
- values() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
The meta-property for the
valuesproperty. - values() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
The meta-property for the
valuesproperty. - values() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
The meta-property for the
valuesproperty. - values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Method in class com.opengamma.strata.collect.MapStream
-
Returns the values as a stream, dropping the keys.
- values() - Static method in enum com.opengamma.strata.collect.result.FailureReason
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a stream over the values of this time-series.
- values() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
The meta-property for the
valuesproperty. - values() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
-
The meta-property for the
valuesproperty. - values() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
The meta-property for the
valuesproperty. - values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Converts this instance to a stream of y-values, keyed by the x-values.
- values() - Static method in enum com.opengamma.strata.market.model.MoneynessType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.market.model.SabrParameterType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.market.ShiftType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.pricer.common.PriceType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.common.BuySell
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.common.LongShort
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.common.PutCall
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.common.SettlementType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.etd.EtdType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.option.BarrierType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.option.KnockType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.PortfolioItemType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
-
Returns an array containing the constants of this enum type, in the order they are declared.
- values(List<String>, CurveSensitivities, CurrencyParameterSensitivity) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoSupplier
-
Gets the values associated with the headers.
- values(List<String>, Trade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoSupplier
-
Gets the values associated with the headers.
- values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Sets the values in the builder, replacing any existing values.
- values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Sets the values in the builder, replacing any existing values.
- ValueSchedule - Class in com.opengamma.strata.basics.value
-
A value that can vary over time.
- ValueSchedule.Builder - Class in com.opengamma.strata.basics.value
-
The bean-builder for
ValueSchedule. - ValueSchedule.Meta - Class in com.opengamma.strata.basics.value
-
The meta-bean for
ValueSchedule. - ValueStep - Class in com.opengamma.strata.basics.value
-
A single step in the variation of a value over time.
- ValueStep.Builder - Class in com.opengamma.strata.basics.value
-
The bean-builder for
ValueStep. - ValueStep.Meta - Class in com.opengamma.strata.basics.value
-
The meta-bean for
ValueStep. - ValueStepSequence - Class in com.opengamma.strata.basics.value
-
A sequence of steps that vary a value over time.
- ValueStepSequence.Meta - Class in com.opengamma.strata.basics.value
-
The meta-bean for
ValueStepSequence. - ValueType - Class in com.opengamma.strata.market
-
The type of a value.
- ValueWithFailures<T> - Class in com.opengamma.strata.collect.result
-
A value with associated failures.
- ValueWithFailures.Meta<T> - Class in com.opengamma.strata.collect.result
-
The meta-bean for
ValueWithFailures. - VANNA_VOLGA - com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
The Vanna-Volga model.
- VannaVolgaFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricing method for vanilla Forex option transactions with Vanna-Volga method.
- VannaVolgaFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Creates an instance.
- VannaVolgaFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX vanilla option trades with a Vanna-Volga method.
- VannaVolgaFxVanillaOptionTradePricer(VannaVolgaFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Creates an instance.
- variant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
The meta-property for the
variantproperty. - variant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
variantproperty. - variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
Sets the variant of ETD.
- variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the variant of ETD.
- vega(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the vega of the FX barrier option product.
- vega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the vega of the foreign exchange vanilla option product.
- version() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the
versionproperty. - version(int) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the version of the option, defaulted to zero.
- Version - Class in com.opengamma.strata.collect
-
Provides access to the version of Strata.
- VERSION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
-
The column name for the option version.
- volatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
The meta-property for the
volatilitiesproperty. - volatilities(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the volatilities for the specified currency pair.
- volatilities(CurrencyPair, MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains FX options volatilities based on the specified market data.
- volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the volatilities for the specified Ibor index.
- volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the volatilities for the specified Ibor index.
- volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the volatilities for the specified Ibor index.
- volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains cap/floor volatilities based on the specified market data.
- volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains Ibor future option volatilities based on the specified market data.
- volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains swaption volatilities based on the specified market data.
- volatilities(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the volatilities for the specified security ID.
- volatilities(SecurityId, MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains bond future volatilities based on the specified market data.
- volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
- volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
- volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
-
Creates FX option volatilities.
- volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
-
Creates FX option volatilities.
- volatilitiesInputs() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
-
Obtains the inputs required to create the FX option volatilities.
- volatilitiesInputs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
-
Obtains the inputs required to create the FX option volatilities.
- volatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the
volatilitiesNameproperty. - volatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
The meta-property for the
volatilityproperty. - volatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
The meta-property for the
volatilityproperty. - volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- volatility(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Calculates the volatility at a given time/strike/forward from the term structure.
- volatility(double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the volatility for given expiry, strike and forward rate.
- volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the volatility for given expiry, tenor, strike and forward rate.
- volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- volatility(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(double, double, double, double, double, double, double) - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula
-
Calculates the volatility.
- volatility(double, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- volatility(double, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(double, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(double, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- volatility(CurrencyPair, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Calculates the volatility at the specified expiry.
- volatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Calculates the volatility at the specified expiry.
- volatilityAdjoint(double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the volatility and associated sensitivities.
- volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the volatility and associated sensitivities.
- volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the volatility and associated sensitivities.
- volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the volatility and associated sensitivities.
- volatilityAdjoint(double, double, double, double, double, double, double) - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula
-
Calculates volatility and the adjoint (volatility sensitivity to forward, strike and model parameters).
- VolatilityAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt
-
Combines information about a volatility and its sensitivities.
- VolatilityAndBucketedSensitivities.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for
VolatilityAndBucketedSensitivities. - volatilityAndSensitivities(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- volatilityAndSensitivities(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Calculates the volatility and the volatility sensitivity with respect to the volatility data points.
- VolatilityIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor legs based on volatilities.
- VolatilityIborCapFloorLegPricer(VolatilityIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Creates an instance.
- VolatilityIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor products based on volatilities.
- VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Creates an instance.
- VolatilityIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor trades based on volatilities.
- VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Creates an instance.
- VolatilityIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for caplet/floorlet based on volatilities.
- VolatilityIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
- VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with par yield curve method of cash settlement based on volatilities.
- VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Creates an instance.
- VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement based on volatilities.
- VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Creates an instance.
- VolatilitySwaptionProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
- VolatilitySwaptionProductPricer(VolatilitySwaptionCashParYieldProductPricer, VolatilitySwaptionPhysicalProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Creates an instance.
- VolatilitySwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
- VolatilitySwaptionTradePricer(VolatilitySwaptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Creates an instance.
- volatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the
volatilityTermproperty.
W
- weekends() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the
weekendsproperty. - WEEKLY - com.opengamma.strata.product.etd.EtdExpiryType
-
The ETD expires in a specific week of the month.
- weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the
weightproperty. - weight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
The meta-property for the
weightproperty. - weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the
weightproperty. - weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the weight to apply to this fixing.
- WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The weight of this observation.
- WEIGHTED - com.opengamma.strata.product.swap.IborRateResetMethod
-
The weighted average method.
- with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the value at the specified index changed.
- with(int, int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with the value at the specified index changed.
- with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with the value at the specified index changed.
- with(int, long) - Method in class com.opengamma.strata.collect.array.LongArray
-
Returns an instance with the value at the specified index changed.
- with(CalculationParameter) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Returns a copy of this instance with the specified parameter added.
- withAdditionalFailures(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a new instance with the specified failures, retaining the current value.
- withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes
-
Returns a copy of this instance with the attribute added.
- withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
- withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
- withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfo
- withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfo
-
Returns a copy of this instance with attribute added.
- withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfo
- withAttribute(String, String) - Method in class com.opengamma.strata.collect.result.FailureItem
-
Returns an instance with the specified attribute added.
- withAttributes(Map<String, String>) - Method in class com.opengamma.strata.collect.result.FailureItem
-
Returns an instance with the specified attributes added.
- withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
- withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Returns an instance with the specified sensitivity currency set.
- withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns an instance with the specified currency applied to the sensitivities in this builder.
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- withCurrency(Currency) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- withCurve(Curve) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Returns a new instance with a different curve.
- withCurve(Curve) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Returns a new instance with a different curve.
- withCurve(Curve) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Returns a new instance with a different curve.
- withCurve(Curve) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Returns a new instance with a different curve.
- withCurve(NodalCurve) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Returns a new instance with a different curve.
- withCurve(NodalCurve) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Returns a new instance with a different curve.
- withCurveDefinitions(List<CurveDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a copy of this object containing the specified curve definitions.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a copy of this node with the specified date.
- withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Returns a copy of this point with another date.
- withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Returns a new instance with different discount factors.
- withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Returns a new instance with different discount factors.
- withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Returns a new instance with different discount factors.
- withFxForwardRates(FxForwardRates) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Returns a new instance with different FX forward rates.
- withHeaders(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Write a header line to the underlying, returning an instance that allows cells to be written by header name.
- withId(StandardId) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
-
Returns a copy of this instance with the identifier changed.
- withId(StandardId) - Method in class com.opengamma.strata.product.PositionInfo
- withId(StandardId) - Method in class com.opengamma.strata.product.TradeInfo
- withInfo(CurveInfoType<T>, T) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Returns an instance where the specified additional information has been added.
- withInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- withInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- withInfo(SurfaceInfoType<T>, T) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Returns an instance where the specified additional information has been added.
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.BillPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Returns an instance with the specified info.
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.Position
-
Returns an instance with the specified info.
- withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
-
Returns an instance with the specified info.
- withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
-
Returns an instance with the specified info.
- withInfo(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
- withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
- withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.etd.EtdSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.GenericSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
- withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
- withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.index.RateIndexSecurity
- withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.Security
-
Returns an instance with the specified info.
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BillTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.fx.FxTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.ProductTrade
-
Returns an instance with the specified info.
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
-
Returns an instance with the specified info.
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.ResolvableTrade
-
Returns an instance with the specified info.
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Returns an instance with the specified info.
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
-
Returns an instance with the specified info.
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade
- withInfo(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
- withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.Trade
-
Returns an instance with the specified info.
- withLastVolatility(double) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Returns a copy with the last volatility of the volatility parameters changed.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Returns a copy of this instance with the specified market data.
- withMarketDataNames(Function<MarketDataName<?>, MarketDataName<?>>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Checks and adjusts the market data names.
- withMarketDataNames(Function<MarketDataName<?>, MarketDataName<?>>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Checks and adjusts the market data names.
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.Curve
-
Returns a new curve with the specified metadata.
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Returns a new curve with the specified metadata.
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Returns a new surface with the specified metadata.
- withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.Surface
-
Returns a new surface with the specified metadata.
- withName(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a copy of this definition with a different name.
- withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Returns a new curve with an additional node, specifying the parameter metadata.
- withNode(double, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Returns a new curve with an additional node, specifying the parameter metadata.
- withObservableSource(ObservableSource) - Method in interface com.opengamma.strata.data.ObservableId
-
Returns an identifier equivalent to this with the specified source.
- withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.IndexQuoteId
- withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.QuoteId
- without(Class<? extends CalculationParameter>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Filters the parameters, returning a set without the specified type.
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.Curve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.NodalCurve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- withParameter(int, double) - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Returns a copy of the data with the value at the specified index altered.
- withParameter(int, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- withParameter(int, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- withParameter(int, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.NodalSurface
- withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.Surface
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
- withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- withParameter(int, double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- withParameter(Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Updates a parameter on the specified list of underlying instances.
- withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Returns an instance where the parameter metadata has been changed.
- withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
- withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
- withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Returns an instance where the parameter metadata has been changed.
- withParameterMetadatas(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Checks and adjusts the parameter metadata.
- withParameterMetadatas(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
-
Checks and adjusts the parameter metadata.
- withParameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Returns a copy of the curve with all of the parameters altered.
- withPerturbation(MarketDataId<T>, ScenarioPerturbation<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns a copy of this market data with the specified value perturbed.
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.Curve
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.NodalCurve
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Returns a perturbed copy of the data.
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.NodalSurface
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.Surface
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.DiscountFactors
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.model.SabrParameters
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- withPerturbation(Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Applies a perturbation to each underlying.
- withPrice(double) - Method in class com.opengamma.strata.product.bond.BillTrade
- withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- withPrice(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- withPrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- withPrice(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade
- withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- withPrice(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade
- withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade
- withPrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- withPrice(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
-
Returns an instance with the specified price.
- withPrice(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Returns an instance with the specified price.
- withPrice(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
-
Returns an instance with the specified price.
- withPrice(double) - Method in class com.opengamma.strata.product.SecurityTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
- withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
- withQuantity(double) - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
- withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition
- withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade
- withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
- withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
- withQuantity(double) - Method in interface com.opengamma.strata.product.Position
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition
- withQuantity(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
-
Returns an instance with the specified quantity.
- withQuantity(double) - Method in class com.opengamma.strata.product.SecurityTrade
- withResult(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Returns a copy of this result with the underlying result updated.
- withSeasonalityDefinitions(Map<CurveName, SeasonalityDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
-
Returns a copy of this object containing the specified seasonality definitions.
- withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Returns an instance with the new point sensitivity value.
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
- withSensitivity(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
- withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with new parameter sensitivity values.
- withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with new parameter sensitivity values.
- withSensitivity(DoubleMatrix) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns an instance with new parameter sensitivity values.
- withTenor(Tenor) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
- withTenor(Tenor) - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata
-
Returns an instance with the tenor updated.
- withTenor(Tenor) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
- withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- withUnderlyingCurve(int, Curve) - Method in interface com.opengamma.strata.market.curve.Curve
-
Replaces an underlying curve by a new curve.
- withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Returns a copy of this point with another value.
- withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike
- withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
- withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike
- withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike
- withValue(double) - Method in interface com.opengamma.strata.market.option.Strike
-
Creates an new instance of the same strike type with value.
- withValue(ValueWithFailures<R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a new instance with the specified value, combining the failures.
- withValue(MarketDataId<T>, MarketDataBox<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns a copy of this market data with the specified value.
- withValue(MarketDataId<T>, T) - Method in interface com.opengamma.strata.data.MarketData
-
Returns a copy of this market data with the specified value.
- withValue(R) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a new instance with the specified value, retaining the current failures.
- withValue(R, List<FailureItem>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a new instance with the specified value, combining the failures.
- withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- withValues(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Returns a new curve with the specified x-values and y-values.
- withVolatility(DoubleArray) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Returns a copy with the volatility parameters changed.
- withVolatilityAdded(double, double) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Returns a copy with an extra volatility and volatility time added at the end of the respective arrays.
- withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Returns a new curve with the specified values.
- withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Returns a new surface with the specified values.
- wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
-
Wraps a block of code, converting checked exceptions to unchecked.
- wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Wraps a block of code, converting checked exceptions to unchecked.
- wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a
Resultwrapping the result produced by the supplier. - write(CurveSensitivities, Appendable) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvWriter
-
Write sensitivities to an appendable in the standard sensitivities format.
- write(List<? extends Trade>, Appendable) - Method in class com.opengamma.strata.loader.csv.TradeCsvWriter
-
Write trades to an appendable in the applicable full details trade format.
- writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report
-
Writes this report out as an ASCII table.
- writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
- writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Outputs the report as an ASCII table.
- writeCell(String) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a single cell to the current line, only quoting if needed.
- writeCell(String, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a single cell to the current line.
- writeCell(String, double) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a single cell by header, with the cell only being output when
writeNewLine()is called. - writeCell(String, long) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a single cell by header, with the cell only being output when
writeNewLine()is called. - writeCell(String, Object) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a single cell by header, with the cell only being output when
writeNewLine()is called. - writeCell(String, String) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a single cell by header, with the cell only being output when
writeNewLine()is called. - writeCells(Map<String, String>) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a map of cells to the output, with the cell only being output when
writeNewLine()is called. - writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
- writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report
-
Writes this report out in a CSV format.
- writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
- writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Outputs the report table in CSV format.
- writeCsvFile(CsvFile, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes the provided
CsvFileto the underlying. - writeCsvIterator(CsvIterator, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes the output of the provided
CsvIteratorto the underlying. - writeCurveGroup(File, RatesCurveGroup...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
-
Writes the curve group in a CSV format to a file.
- writeCurveGroup(Appendable, RatesCurveGroup...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
-
Writes the curve group in a CSV format to an appendable.
- writeCurveGroupDefinition(File, RatesCurveGroupDefinition...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
-
Writes the curve groups definition in a CSV format to a file.
- writeCurveGroupDefinition(Appendable, RatesCurveGroupDefinition...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
-
Writes the curve groups definition in a CSV format to an appendable.
- writeCurveNodes(File, LocalDate, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Writes the curve groups definition in a CSV format to a file.
- writeCurveNodes(Appendable, LocalDate, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Writes the curve nodes in a CSV format to an appendable.
- writeCurveSettings(File, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Writes the curve settings in a CSV format to a file.
- writeCurveSettings(Appendable, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Writes the curve settings in a CSV format to an appendable.
- writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a single CSV line to the underlying, only quoting if needed.
- writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a single CSV line to the underlying.
- writeLine(Map<String, String>) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a row to the output, specifying each value by the header.
- writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes multiple CSV lines to the underlying.
- writeNewLine() - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders
-
Writes a new line character.
- writeNewLine() - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a new line character.
- writeRow(CsvRow) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a single
CsvRowto the underlying, only quoting if needed. - writeRow(CsvRow, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes a single
CsvRowto the underlying. - writeRows(Iterable<CsvRow>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
-
Writes multiple
CsvRows to the underlying.
X
- XAG - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'XAG' - Silver (troy ounce).
- XASX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Australian Securities Exchange.
- XAU - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'XAU' - Gold (troy ounce).
- XCBO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Chicago Board Options Exchange.
- XCBT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Chicago Board of Trade (CBOT).
- XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
- XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard cross-currency Ibor-Ibor swap conventions.
- XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
- XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for
XCcyIborIborSwapCurveNode. - XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for
XCcyIborIborSwapCurveNode. - XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating cross-currency Ibor-Ibor swap trades.
- XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for
XCcyIborIborSwapTemplate. - XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for
XCcyIborIborSwapTemplate. - XCEC - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Commodities Exchange Center (COMEX).
- XCME - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Chicago Mercantile Exchange (CME).
- XEEE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
European Energy Exchange.
- xExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
The meta-property for the
xExtrapolatorLeftproperty. - xExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
The meta-property for the
xExtrapolatorRightproperty. - XFNO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Borsa Istanbul Exchange
- XGAS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Central Eastern European Gas Exchange.
- XHKF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Hong Kong Futures Exchange Ltd.
- XHKG - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Hong Kong Exchanges And Clearing Ltd.
- xInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
The meta-property for the
xInterpolatorproperty. - XJSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Johannesburg Stock Exchange.
- XKFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Korea Exchange (Futures Market)
- XKLS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Bursa Malaysia.
- XLME - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
London Metal Exchange.
- XMAT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Euronext Exchange - Paris MATIF
- XMGE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Minneapolis Grain Exchange.
- XmlElement - Class in com.opengamma.strata.collect.io
-
A single element in the tree structure of XML.
- XmlFile - Class in com.opengamma.strata.collect.io
-
An XML file.
- XMOD - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
The Montreal Exchange.
- XMRV - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Mercado Español de Futuros Financiero (MEFF).
- XNYM - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
New York Mercantile Exchange (NYMEX).
- XOSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Osaka Exchange.
- XPD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'XPD' - Paladium (troy ounce).
- XPOW - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Powernext.
- XPT - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'XPT' - Platinum (troy ounce).
- XSAF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
JSE - Equity Derivatives Market.
- XSES - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Singapore Exchange Ltd.
- XSFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ASX - Trade24 (formerly Sydney Futures Exchange).
- XTFF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Tokyo Financial Exchange.
- XTKS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Tokyo Stock Exchange.
- XTKT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Tokyo Commodity Exchange.
- xValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
The meta-property for the
xValueproperty. - xValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
-
The meta-property for the
xValueproperty. - xValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
The meta-property for the
xValueproperty. - xValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
Sets the single x-value.
- xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the
xValuesproperty. - xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the
xValuesproperty. - xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the array of x-values, one for each point.
- xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the array of x-values, one for each point.
- xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the
xValueTypeproperty. - xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
xValueTypeproperty. - xValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
xValueTypeproperty. - xValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
-
The meta-property for the
xValueTypeproperty. - xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the
xValueTypeproperty. - xValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
The meta-property for the
xValueTypeproperty. - xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the x-value type, providing meaning to the x-values of the curve.
- xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the x-value type, providing meaning to the x-values of the curve.
- xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the x-value type, providing meaning to the x-values of the curve.
- xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the x-value type, providing meaning to the x-values of the surface.
- XWAR - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
Warsaw Stock Exchange.
- XXX - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'XXX' - No applicable currency.
Y
- YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a year fraction relative to a base date - 'YearFraction'.
- yearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the
yearFractionproperty. - yearFraction(double) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the year fraction of the investment implied by the fixing date.
- yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the year fraction that the accrual period represents.
- yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the year fraction that the accrual period represents.
- yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the year fraction that the accrual period represents.
- yearFraction(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the year fraction that the accrual period represents.
- yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the year fraction between the start and end date.
- yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the year fraction between the start and end date.
- yearFraction(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the year fraction between the start and end date.
- yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the year fraction that the accrual period represents.
- yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Calculates the year fraction using the specified day count.
- yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the year fraction between the specified dates.
- yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Calculates the year fraction within the specified period.
- yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Calculates the year fraction within the specified period.
- yearFraction(LocalDate, LocalDate, DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Calculates the year fraction within the specified period and day count.
- yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the year fraction between the specified dates.
- yearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
The meta-property for the
yearMonthproperty. - YearMonthDateParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a date and year-month.
- YearMonthDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for
YearMonthDateParameterMetadata. - yExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
The meta-property for the
yExtrapolatorLeftproperty. - yExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
The meta-property for the
yExtrapolatorRightproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.Bill.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the
yieldConventionproperty. - yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.Bill.Builder
-
Sets yield convention.
- yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
-
Sets yield convention.
- yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
-
Sets yield convention.
- yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets yield convention.
- yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets yield convention.
- yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets yield convention.
- yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets yield convention.
- yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets yield convention.
- yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets yield convention.
- yieldFromCurves(ResolvedBill, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the yield for settlement at a given settlement date using curves.
- yieldFromCurvesWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
-
Calculates the yield for settlement at a given settlement date using curves with z-spread.
- yieldFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the yield of the fixed coupon bond product from dirty price.
- yieldFromPrice(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
-
Computes the yield from a price and a accrual factor.
- yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill
-
Computes the yield from the price at a given settlement date.
- yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
-
Computes the yield from the price at a given settlement date.
- yInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
The meta-property for the
yInterpolatorproperty. - yValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
The meta-property for the
yValueproperty. - yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
The meta-property for the
yValueproperty. - yValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
The meta-property for the
yValueproperty. - yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- yValue(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
Sets the single y-value.
- yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve
-
Computes the y-value for the specified x-value.
- yValue(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- yValue(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- yValue(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
- yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve
-
Computes the sensitivity of the y-value with respect to the curve parameters.
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
- yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
- yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the
yValuesproperty. - yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the
yValuesproperty. - yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the array of y-values, one for each point.
- yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the array of y-values, one for each point.
- yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the
yValueTypeproperty. - yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the
yValueTypeproperty. - yValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the
yValueTypeproperty. - yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the
yValueTypeproperty. - yValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
The meta-property for the
yValueTypeproperty. - yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the y-value type, providing meaning to the y-values of the curve.
- yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the y-value type, providing meaning to the y-values of the curve.
- yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the y-value type, providing meaning to the y-values of the curve.
- yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the y-value type, providing meaning to the y-values of the surface.
Z
- ZA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'ZA' - South Africa.
- ZAJO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.
- ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ZAR' - South African Rand.
- ZAR_JIBAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for ZAR-JIBAR.
- ZAR_JIBAR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month JIBAR index.
- ZAR_JIBAR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month JIBAR index.
- ZAR_JIBAR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month JIBAR index.
- ZAR_JIBAR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month JIBAR index.
- ZAR_SABOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SABOR index for ZAR.
- zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains a zero amount instance of
CurrencyAmountfor the specified currency. - ZERO_COUPON_YIELD - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
The zero coupon yield method.
- ZERO_HAZARD_RATE - com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Zero hazard rate.
- ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a zero rate - 'ZeroRate'.
- ZERO_RATE_DELTA - Static variable in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType
-
Type used when each sensitivity is a zero rate delta - 'ZeroRateDelta'.
- ZERO_RATE_GAMMA - Static variable in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType
-
Type used when each sensitivity is a zero rate gamma - 'ZeroRateGamma'.
- zeroRate(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Gets the continuously compounded zero rate for specified year fraction.
- zeroRate(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- zeroRate(double) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the continuously compounded zero hazard rate for specified year fraction.
- zeroRate(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the continuously compounded zero rate for specified year fraction.
- zeroRate(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- zeroRate(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- zeroRate(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- zeroRate(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Gets the continuously compounded zero rate for the specified date.
- zeroRate(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the continuously compounded zero rate for the specified date.
- ZeroRateDiscountFactors - Class in com.opengamma.strata.pricer
-
Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
- ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.pricer
-
The meta-bean for
ZeroRateDiscountFactors. - ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.pricer
-
Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
- ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.pricer
-
The meta-bean for
ZeroRatePeriodicDiscountFactors. - zeroRatePointSensitivity(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the zero rate point sensitivity at the specified year fraction.
- zeroRatePointSensitivity(double) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Calculates the zero rate point sensitivity at the specified year fraction.
- zeroRatePointSensitivity(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity at the specified year fraction.
- zeroRatePointSensitivity(double, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
- zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
- zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
- zeroRatePointSensitivity(double, Currency) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
- zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
- zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
- zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Calculates the zero rate point sensitivity at the specified date.
- zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Calculates the zero rate point sensitivity at the specified date.
- zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the zero rate point sensitivity at the specified date.
- zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Calculates the zero rate point sensitivity at the specified date.
- zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity at the specified date.
- zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
- zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
- zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
- zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
- zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
- zeroRatePointSensitivityWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity with z-spread at the specified year fraction.
- zeroRatePointSensitivityWithSpread(double, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.
- zeroRatePointSensitivityWithSpread(double, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
- zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity with z-spread at the specified date.
- zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
- zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing zero rates.
- zeroRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing zero rates.
- zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing zero rates.
- zeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
-
The meta-property for the
zeroRateSensitivityproperty. - ZeroRateSensitivity - Class in com.opengamma.strata.pricer
-
Point sensitivity to the zero rate curve.
- ZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer
-
The meta-bean for
ZeroRateSensitivity. - zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate
-
Creates a stream that combines two other streams, continuing until either stream ends.
- zip(Stream<K>, Stream<V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a map stream that combines two other streams, continuing until either stream ends.
- zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Creates a stream that wraps a stream with the index.
- zipWithIndex(Stream<V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where each key is the index of the value in the original stream.
- zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the
zoneproperty. - zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the trade time-zone, optional.
- zoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
-
The meta-property for the
zoneIdproperty. - zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the z-spread of the bond from curves and clean price.
- zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the z-spread of the fixed coupon bond from curves and dirty price.
- zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, CurrencyAmount, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the z-spread of the bond from curves and present value.
- zValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
The meta-property for the
zValueproperty. - zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- zValue(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
-
Computes the z-value for the specified x-value and y-value.
- zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
-
Computes the z-value for the specified pair of x-value and y-value.
- zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface
- zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface
- zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
- zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
-
Computes the sensitivity of the z-value with respect to the surface parameters.
- zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
-
Computes the sensitivity of the z-value with respect to the surface parameters.
- zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the
zValuesproperty. - zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the array of z-values, one for each point.
- zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the
zValueTypeproperty. - zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the z-value type, providing meaning to the z-values of the surface.
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